They're all safe... until they're not.

Mt. Gox was perfectly "safe"... until it wasn't and everyone lost their coins.
Cryptopia was perfectly "safe"... until it wasn't and everyone lost their coins (fingers crossed that the users recover something after the liquidators sort it out).

There are also countless tales of users who had their coins in exchanges (or other custodial services) and then suddenly received "oops, your account is blocked!" emails/notifications etc

If that's a risk you're willing to live with for the sake of convenience, then have at it... but you're basically just using a "traditional banking" service at that point, but likely with less regulation