From your list I don't find the best option because coinbase does not allow you to control the private key and your funds 100%,
I don't think that's true if you chose the multi-sig option:
https://www.coinbase.com/multisigsounds like the Bitgo multisig wallet actually.
even if you hold one signature and they hold the other, it would still be trusting a third party to hold half of it and you may get hurt.
besides you can do all these things yourself with a simple paper wallet so what is the point of that.