This is really hard to tell and very subjective for me. There's no such thing as "safest". It's still on us users how we protect, secure our own wallet. In my case I only use online wallet. I am afraid of using private keys as I am not good storing codes. Check which wallet is very reputable in your country. We have one here and it's the one I've been using since I first purchased BTC. I tried exchange as well when I was starting to trade but upon reading here, there are some shady incidents of lost BTC stored in exchanges, not sure who are the ones saying true, but just to make sure, I moved all to my online wallet with 2FA activated.