bitstamp and btc e looks safe, but no one is hackproof,
so, never leave big amounts on the exchanges

BTC-E has been around for almost 2 years now, and they have never been hacked. (The owners themselves are some very good hackers.

). Bitstamp is a bit new, but their security measures are much better than the other exchanges. That said, no one should store their coins in exchange sites. Exchanges are used mainly for trading your coins, and not for storing them.