If you want to be in full control of your coins there is no other way then to be in possession of your private keys.
Totally agree on that. For small balance it is ok as long as it doesn't bothers you I guess but still I wouldn't recommend using web wallets like coinbase and blockchain.
They all are full with flaws.
BTW what do you guys think about coinb.in as web wallet? You just only need to know how to send transactions and I am pretty sure mocacinno has a guide about it. I personally use it for huge balances now(not so often tho).