Where would be the best place to keep my BTC while I'm not trading with it in an exchange?
If you plan to keep them longer, paper wallet is the safest and cheapest solution, as others already said.
I want to add that if you go this path make sure you generate it safely, meaning you download the script/page locally (the proper ones have link to github or a zip), generate and print while your internet is off, maybe clean up and reboot before restarting the internet connection.