I'll be storing mine in a wallet just to be safe. I used to store on exchanges but I feel it gets riskier and riskier everyday.
It does get risky. I have had that coinpw website take some of my coins when they shut down. I can't remember if they were called coinpw, I think that is what it was. Also MTGOX + BTC-E got hold of some of the coins I used to have there and I had to take a hit withdrawing the ETH I had there because the government seized a bunch of people's coins.
That can't happen if you have your own coins on your own wallet and own the private keys.
Every hardfork and even all the markets do not seem to panic and are very confident doing promotional split coins, so I assume they are safe to use, if you do not want to face the risk, then blockchain remains the best choice because no negative statements ever happened. They even plan to install bitcoingold wallet for users.