You did good by making the decision to stop using online wallets because they are indeed risky to use. If you want to download the whole blockchain then simply go with Bitcoin Core otherwise Electrum should be the best choice. If you have big amounts for daily uses then a hardware wallet If its for long term storage then paper wallets.
I pretty much gave you the details that the link posted above includes in a simpler way to read but you should definitely check it out
I pretty much gave you the details that the link posted above includes in a simpler way to read but you should definitely check it out
Best wallet is indeed a paper wallet (though it is not a software one)
And the one which exists entirely in your head (but that's not for all and not software either). Apart from that, even if you are absolutely sure in the safety and security of your computer, you can't be sure that the desktop wallet you downloaded wasn't tainted. Even if you compile it yourself from source, you are not 100% safe since you should parse all the code that gets compiled into the wallet (or at least look at the diff if you have a legit "vanilla" source). But to do that you should at least understand how Bitcoin works in general to tell legit code sniffing in Internet for data from malicious code sending your wallet keys to a hacker
