In an authority-less and irreversible transaction currency it still surprises me when I hear about someone losing money to a service such as this - without an authority the burden of security truly is on the user themselves and they are at the mercy of the (supposed) security of whatever exchange or service they are attempting to use. In this case, having someone manage your wallet for you.

I personally keep my bitcoin wallet encrypted with GPG, I manually (like a safe) decrypt it when I want to make a bitcoin transaction and encrypt it when I'm done.