Thee is no definite answer to this as even big exchanges have got hacked in past. Only thin I can suggest is to split investments in different exchanges.
I am using myetherwallet MEW and saved my passwords/pinkeys in a USB. I avoid saving in a pc connected to the internet and most of all I am not saving it in any website and inbox of any messenger. It is also good to use hardware wallet too but I am hesitant because Im afraid that the hardware get damaged and cannot be opened anymore. So thats why I choose myetherwallet because it is very convenient, easy to acquire and easy to use.