Don't use the Blockchain wallet.
It reuses addresses by default, which means you have no privacy.
Must admit, I didn't care about new addresses per transaction, but in Mycelium, at least, it's all handled seamlessly. I already take it for granted - in the space of a week! - and now I think, why not have that added level of privacy?
A few general points about Mycelium:
- great back-up feature
- option of PIN protection, so losing the phone should not be an issue
- apps generally are sandboxed, so arguably safer than the wallet on your PC (we're still talking about hot wallets, of course, not your life savings)
- the trading app within Mycelium is a nice bonus