Hardware wallets are top of the line for security. I personally like the nano-ledger, but any of these hardware wallets is better that a regular paper wallet or the obvious exchange wallets. However, some coins cannot yet be stored on hardware wallets so desktop wallets are probably the next best option and sometimes the only option. Remember its not always just about the wallet, but how secure you help make the wallet with passwords and/or paraphrases. I recommend making very obnoxiously long tedious passwords/paraphrase. This just helps add an extra layer of security. I usually use at minimum of 30+ jibberish words for a password. ALWAYS write these passwords down and keep them in a safe and secure place.