If you are looking for a wallet on your PC, then Bitcoin Core is the best if you got around 200GB free space of hard drive to spare. It is most secure and helps the network.
If you don't use core, then they aren't your Bitcoins. It's the same as money deposited in a fiat bank.
If you don't want to tie up 200Gb, then run a pruned node. You lose a few functions, but save a lot of drive space. If you haven't got the drive space available, then use an external SSD.
I do always forget about the pruned nodes. They are a better choice, but I wouldn't go that far as to say that you don't control your bitcoins. For online wallets, yes, but for open source light wallets like Electrum, you still control your bitcoins. Now the state of the network and the balance is not fully to be trusted, but using Bitcoin Core all your connections might be compromised as well. Not the same as new blocks would have to follow the difficulty for a while, but still possible.