That is the toss up sometimes... Even though its safer to keep your coins in a wallet, it's nice to be able to trade without having to wait for a deposit to complete beforehand... I know I wish I had kept some of my ZCL on Bittrex when the Bitcoin Private fork happened. Would have been nice to sell and just keep my BTCP. Better safe than sorry though. I'm keeping my EOS in Exodus wallet.
RE: Register Your EOS Before June 1 or You Could Lose Your Tokens - Exodus Wallet EOS Registration Instructions