(Quote from DannyHamilton:
Yes. As long as you properly secure access to your wallet and your backups, you are really controlling your bitcoins with wallets such as Mycelium, Electrum, Multibit, Armory, etc.)
That means if mycelium collapse like mtgox and bitfinex, we will not lose our bitcoins?
For mycelium, I only know how to 'login' using the 12 words mnemonic, or just create a new wallet every time I use, but don't know the technical things to deal with the keys.