Never keep ANY of your bitcoins in an exchange, You can make a new PC wallet in few seconds and it's as easy to use as any exchange wallet, You should just keep the BTC you are using to buy/sell crypto's with or the like, I don't know why people are still using BTC-E, Coinbase and Circle as actual wallets.
that is right. It is better to keep a very small amount of bitcoin in exchanges to do some quick trading.
small amount means smaller size trade which also means smaller amount of profit.
that is why so many people are using these exchanges and they lose so much bitcoin each time they scam and run away.