Does anybody leave a percentage of their BTC on the exchanges, or do you guys store all your BTC in your wallets, etc?
Exchanges are meant to be used for treating coins, not storing them, so there is no point in leaving them in an exchange.
If I use any centralised exchange today to buy bitcoin, the only purpose for using that is to buy it, and that's where its service ends. Storing it is my personal responsibility, so I move it to my private wallet (self-custodial wallet), to be precise.
I don't leave bitcoin in any exchange, but I leave some funds in some exchange as a result of me using them to place a buy order, which I don't expect them to execute at that very moment. Only those funds on an active order are what I leave in an exchange; the rest of them are moved down to my private wallet.
Not your key, not your coin.It's safer to store it in your wallet, where you have full control over it, than to keep it in a place where anything can happen at any time, such as fund freezing, hacking, bankruptcy, etc.