Tryncold storage it's like an offline wallet maybe it's the best way
Cold storage ftw, no doubt. Storing crypto in exchange wallets is plain stupid and risky, see Cryptsy
Of course cold storage would be the best, but what if you are trading? Then there is no choice but to deposit your crypto inside an exchange. That is the only way you can trade. So the best thing to do is research your exchange first and secure yourself from possible scams. But we can't really account for every risk possible with exchanges. Even the big exchanges have had issues before.