EtherDelta doesn't hold your funds and you can feel free to trade there.
Of course, in our time anything can happen and there can't be 100% confidence. But still we have to make a choice and EtherDelta is right one I think.
I do agree with you, it is safe to trade there but nothing is 100% guarantee it is just like using myetherwallet.com to hold your tokens.
For me I think EtherDelta is one of the most underrated exchange in the space and their contribution has not been truly appreciated
yes, they do a great contribution to the development of altcoins based on ethereum, but its hardly to use indeed, many people put the price and volume the opposite place and more important is that most coins on EtherDelta are scams