I purposly used the plural because, I believe, one should never put all their eggs in one basket.
it really depends on your needs. I suggest watching our Bitcoin Whiteboard Tuesday wallet episode as it goes over all types of wallets and explains which wallet is best for what need.
Also you have a wallet comparison here.
Personally I use multiple wallets: Blockchain.info, Coinbase, TREZOR, Ledger and also paper wallets.