I was always wondering what could happen if myetherwallet.com website get hacked... so it's better to have the coins on a desktop wallet, instead of a web wallet?
It's a question because I a little bit afraid of web based wallets
No system is totally safe. Hackers attacks whenever they want and when something that interests them. They will always find a way to get into a system if wanted to. To prevent that, you must be responsible of your safety. Wallet's security will be less vulnerable to attacks of you are careful in using your wallet. It can't be avoided, but can be lessened the chance of being a victims of hacking.