I'd say that Binance is one of the safest ones. They're operating legally and doing their best to comply with regulations as well as offer great service to customers. They're also making too much profit to risk it all by scamming you. In fact, even when they clearly lost $40 million worth of Bitcoin due to a hack, they decided to fully compensate their users!
But I don't really use exchanges like that. For me, it feels better to find a local exchange and do business there. This way you don't need fancy fiats like USD, KRW or EUR, you can do straight from your local fiat to crypto and vice versa. It's easier and probably cheaper. But if your local fiat IS one of the most commonly used currencies to buy cryptos, then I guess there's no reason to go for something local. I am not familiar with Binance's KYC policies, though, but apart from that I think there's not much to worry about.