Short answer:
Prefer decentralized exchanges and non-custodial wallets to hold your assets so that you will only be the owner of your money, no other middleman could get access or use your money for their own benefits. Now if we want to know which exchange is best and what type of steps we should follow when making accounts and making transactional activities on those exchanges. You should read the following thread. It's a real-life experience of Ratimov in using exchanges and he/she shared his 7 years of experience.

• My 7 years of experience with CEXs (4 years on Bitcointalk)

This thread comprised of main and some important tips to keep in mind which i think you will no find on any other blog post.

Plus, if you care about anonymity so much you should also read this thread:

• Current list of exchanges without KYC

Overall, i suggest you to not keep your assets on any centralized (CEXs) and decentralized (DEX) exchanges because either if you are new you must have heard about the bankruptcy of the FTX exchange and many others too, so keep custodial of your assets and control them as you like, so choose an exchange only when you want to perform trading on a daily basis, and in that suggestion, i personally use the following.

• Binance-->my main exchange which is use for p2p
• Gate io-->only used once but experience was good

You should search for the best exchange in your area or you should ask this same question from your local board because some exchanges available in my region might not be available in yours so, search accordingly.