Ho Albert,

I chose MyEtherWallet over a traditional exchange for a few simple reasons.

1. The fees for using MEW are virtually nonexistent.
2. MEW can store ERC20 tokens in addition to Ether — this is a fairly unique option for a wallet.
3. MEW’s security is incredible. I’m not technically gifted enough to explain the nuts and bolts, but if you wanted to only use the paper wallet, and didn’t store your keys or passphrase anywhere else, it’d be much harder to hack.
4. Finally, MEW is compatible with hardware wallets Ledger Nano S and TREZOR, which are two of the most secure storage methods. Look them up!

I hope this helps a bit.

J