The safest option by far is to store your coins on cold wallets. Essentially you will have to go to a company like Ledger, and purchase a drive from them.

When you keep your coins on a cold wallet, no one can access that other than you with your private key. If you lose your private key then you might be effed. So be careful of that.

When you keep your coins on an exchange you keep yourself open to a hack at any moment.