Right. I think wallets are much safety. Though which wallet us the safest one. Sure not taking into account Hard wallets. But combining wallet and scanner like coinmonkey would do a greater job

The best way is to either use a nano ledger or a desktop/mobile wallet on a device that you don't use for anything else. I have seen people getting hacked by infected softwares that hacks the desktop or mobile wallet by accessing the sensitive information and also people getting hacked because of crashing or hacking of an exchange. Only keep that much amount on exchanges that you require for trade. Coins that you are holding for long term, should be kept safely in a different device or hardware/paper wallet.

Many advise not to keep your coins on exchange and that's right, but there are examples for example related to the need to store 10, 15, 20 different coins and for this it is difficult to create cold wallets on your computer. Therefore, if the amount is not large and if the coin was bought not for long-term storage, then it is easier to keep it on exchange. And in the event that you plan to store for a long time, then you definitely need to create a cool wallet on your computer and be careful with viruses, otherwise you can lose everything even having a cold wallet.

better to keep your coins on your own wallet that you have control on private key than keeping it on exchange. unless you are a day trader that trades coin for profit.

Holding for long term then use your own wallet.
Trading for profit use exchange wallet.

pros of own wallet is you have control on its private key
cons is it takes time and effort if you want to trade your coins for instance.

Saving all the coins in one exchange for me is not very recommended, because saving in exchange is very risky. If you want to save on an exchange, better keep it on a reputable exchange but you should still review it every day to keep funds safe there. I would recommend saving funds on a wallet.

It may be hard for novice users to understand this principle, but a cryptocurrency wallet is not like a bank account. With a bank account, you rely on a third-party service provider to safeguard your funds. That is exactly what exchange wallets are, yet they do not let users spend their funds as they want. You always need “permission” from the exchange wallet service provider to move funds around, which is both annoying and risky.

If I wanna to hold for long term.  I to keep private keys somewhere safe. Keeping your holdings in exchange can be big threat against your expectations regarding selling them for profit after some time

If you are daily trader then exchanges are the good option but there is possibilities of hacking the coins any time by hackers on particular exchange.
But if you are not a daily trader or you want to hold your coins for long term for good return then wallet is the best option because in this offline wallet you are safe from hackers.

Of course, the best solution for storing funds is a purse, and the best is a hardware wallet. But of course and the one that you have on your computer, too, will do. It seems to me that it's wonderful not to lose your money.