I think keeping your coins at a place like ledger nano S is the best you can do, depends on how much you invest into crypto of course, I mean if you have just couple hundred dollars at most you don't need that. Aside from that keeping it on a big exchange like binance, poloniex, bittrex is definitely a good option as well because they wouldn't want to try to steal your money since with one big wave of bad moves they can go down the volume ranks very quickly so they are trying to keep their customers happy.

Diversification is also a good idea of course because if you have your money tied into different accounts than even if one happens to be a bad apple than others are still doing well. I wouldn't change that for now. Definitely worth checking hardware wallets if you invest too much but if not than couple exchanges would be enough.