I think you need to distinguish between "cold" hardware wallets vs software and mobile wallets (there are also paper wallets too).
You also need to distinguish whether you hold the private keys for the wallet you use or whether they are held by a third party.
Ledger Nano S and Trezor are cold hardware wallets where you hold the private keys.
Coinbase is basically an exchange wallet where they hold your private keys so that's one less level of security and depends on your trust of Coinbase as a third party.
Exodus and MEW are also popular. I believe both have been hacked at times in their history so you need to be careful. MEW was actually just hacked recently. I'm not sure who stores the private keys for these wallets (between the user or the wallet company).
You also need to distinguish whether you hold the private keys for the wallet you use or whether they are held by a third party.
Ledger Nano S and Trezor are cold hardware wallets where you hold the private keys.
Coinbase is basically an exchange wallet where they hold your private keys so that's one less level of security and depends on your trust of Coinbase as a third party.
Exodus and MEW are also popular. I believe both have been hacked at times in their history so you need to be careful. MEW was actually just hacked recently. I'm not sure who stores the private keys for these wallets (between the user or the wallet company).