As far as I know there is no official wallet so just choose on their site if what suits your need best. Also, IMO no need to worry about the note because they are just reminding the users that they have no control over those wallets (we are still responsible on how to protect our wallet balances). I made my wallet through Stellarterm and until this moment I didn't encounter any problem yet, though take note that it's a trading client.
What's important is you have your secret key and could always import that to another wallet anytime.
Ok, I did some let's call it research and installed web client - stronghold, but it is more like trading site and as you said "control" i don't have private keys. Deposit few bucks, bought some stellar and installed stellar desktop client - looks ok. Transfered coins from stronghold to it, bought more of it and sent it again all worked just fine.
I don't know what security stronghold have against double spend but as I see my bitcoin transactions are still not confirmed and I have bought stellar half hour ago and already made withdrawal. Strange.
Will check stellarterm but it is web wallet, i made little typo in topic what I meant is mobile wallet not web wallet will edit topic now.