It depends on your preference. If you are using a mobile, you need something light, agile and secure with a good user interface - after all, instructing transfers on a bad app would be hard - I like IMToken wallet
As for a laptop, im old school and like the ethereum wallet from Github - but Metamask is also a great browser experience.
Then depending on how much you holding, will lead you to a hardware wallet - I use Ledger Nano.
Thank you. Would you recommend a source (eg. book, website, other) that explains the technicalities of how a wallet work?
I would focus more on ICO long-term investing rather than frequent trading so I would like to understand which specific features I should look for in a wallet.