Speaking as someone who is actively working on setting up an online wallet. I can understand your concerns. It's also our biggest challenge (to build trust)
As someone who is obviously against the idea. What would make you feel more comfortable with the idea?
Would offering wallet.dat download (or alternatively, a gpg-encoded text file with private keys) by a good idea? So that even if your site goes offline - for example, if your servers are nuked or taken - I still have the private keys for my own addresses and can use them in a local client, and spend the coins.
This won't help against you purposeful stealing the coins, but will give reassurance against loss or destruction.