Security of wallets are generally the same. With minor difference the best security in wallet is YOU.
Learn about security, about internet/computers in general. It will help secure your wallet for sure.
I would argue that the difference of security between web wallets and just about every other kind is pretty significant, just because the former store your private keys online. This generally means your coins are always at risk, no matter what precautions you take.
But yeah, going off bob123's list, I personally wouldn't use anything below desktop wallets.
Just always make sure that you know how to protect your device for any malware and viruses and you are safe to save your bitcoin in your own device.
There is no 100% that your crypto is safe to any wallet even a hardware wallet I am sure in the future someone could discover a new software or script that can manipulate the security of hardware wallet just like what happen to trezor before if you can remember.
So for me if you want for your wallet become secured and safe you must use Bitcoin core wallet and use antivirus to protect your pc from any malware and viruses.