Electrum for me, lightweight and easy to use, also safer rather than blockchain.info which is sometimes down
I tried Coinbase.com, It simply just gives you a very small control over your account.
This is on purpose though. They have a insurance policy if site is hacked it *should* cover losses for people storing on site. Does not cover one person like if you lose your account due to you being hacked. But covers more of the site as a hole.
If they give you control it defeats their security, which is what is insured. So it's a different kind of wallet. Not for those who want complete control of private key and such.