I want to be responsible for the security of my coins...not some entity I know little about.
Well, to each their own I guess. I'll be keeping some BTC on Finex because it is easier that way. I'm in it for the long haul, but can trade much quicker when needed. Like today.
Keeping your entire BTC on an exchange is a great way to get Goxed. Even the Exchanges recommend you do not do this...