EtherDelta is not dangerous, phishing sites are. In any kind of cryptocurrency exchanges out there you must be vigilant if the one you are using is the real and legitimate. Creating Ethereum address is unlimited so you can create as many as you want to be able to separate your tokens or Ether, don't rely on one address only just like in any other Altcoins.

The OP admitted that he is aware of this phishing sites yet he still accidentally sent his tokens. We can't do anything about it as it's already done and there is no legal way in retrieving it back. Securing our own cryptocurrency addresses is a must.