As a general rule - exchange/web wallet < desktop SPV < mobile SPV < mobile SPV + personal full node < HW wallet < HW wallet + personal full node < SSS/multisig cold storage or multisig of HW wallets with personal full node
In Order from least secure to most secure but there are all sorts of exceptions to this and nuances as well.
I would say that once you have over 1000 usd of BTC you should consider buying a hardware wallet.
Most of the security you need to be concerned about is keeping the 12/24 backup words private and secure. Read this - https://www.reddit.com/r/BitcoinBeginners/comments/d1hto7/where_do_you_keep_a_hardware_wallet_safe/ezlwmy8/