You can find details here:

Ethereum - https://www.ethereum.org/
                https://www.myetherwallet.com/

Ethereum Classic - http://classicetherwallet.com/#generate-wallet

Litecoin - https://litecoin.org/

Monero - https://getmonero.org/

Dash - https://www.dash.org/wallet/

Ripple - don't have an idea

Lightweight version can be found by searching that term in any search engine and cryptocurrency forums. Others are using exchange wallets too but it's not recommended obviously if it's meant for storage purposes. They are just using exchange wallets since they have an active trades on a certain exchange site and to be able to act quickly when there is an ongoing large price movement.