I used to also use online wallets at first and saw all the disadvantages of it and all the advantages of a desktop wallet. You could also use a mobile wallet.
I use Bither wallet on the PC, because its so easy to control each address. Easy to import, export and create addresses. Also it has a feature to generate a vanity address without using command line. It has a GUI for creating vanity addresses. Which is nice.
For mobile, I use an IOS device, so what I use is bitwallet. Similar to bither wallet, address management is quite easy. But it doesn't have any more features other than that.