Rather than knowing the best wallet to use I'd like to know if there are any wallets we should avoid because of how they cope with malleability. Are they all OK if we wait for six confirmations or are there some that malfunction even after six confirmations?
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A single confirmation should be enough. If want to avoid issues with orphaned blocks, go for two confirmations. Deeper reorgs of blocks are rare.
From what I read here, the most problematic wallet in that regard is blockchain.info. Not only did it handle the malleated TX badly, it also changed the balance to values that have nothing to do with the state of the blockchain. E.g. your balance could have doubled or gone negative. It also allowed you to build TX on top of this nonsense AFAIK. This might have been fixed durring their latest downtime, but I would still use a different wallet ASAP.