The most convenient are the mobile wallets, because you can use them everywhere easily. Of course they are not the most secure and risk free, too.
You should do your own research and decide what is best for you
Exactly different wallets have different features and you should choose according to your convenience I am using multibit at a moment but when I need to convert it to fiat I transfer it to localbitcoins.
Concern the localbitcoin. Is the site tested and trusted cos I don't want to get scam.