While established platforms like Poloniex, Bittrex etc are not unsafe, they are not safe from attacks - remember Mt.Gox? It is always better to hold ur private keys, spread your balances across wallets/exchanges - This way if you are hit in 1 place, you dont lose it all.

This is also a big factor to consider with the potential for a Hard Fork in Bitcoin. If you keep your balance with a 3rd party, you can loose a lot (will share my 2 cents on that in a post)