DAI is the best stablecoin among them all simply because it's decentralized. But that doesn't mean there's no risk involved when holding it. Maker's stablecoin (DAI) could easily lose its peg if ETH goes all the way down the drain. It's a collaterized stablecoin after all. So far, DAI has maintained its 1:1 ratio to the US Dollar, so it's very unlikely it'll go anywhere soon.

I wouldn't trust centralized stablecoins (especially Tether) because the risks of loss are extremely high. Many things could happen starting from the company/issuer running away with the money (scam), from governments taking action against the centralized stablecoin itself. Regulators are now closely following the stablecoins industry after Terra's UST collapse, so I'd recommend anyone to choose decentralized alternatives just to be safe. Just my opinion