The best wallet to get is a hardware wallet like a Ledger Nano S (what I use) or a Trezor. These wallets protect your private keys from your computer, so malware won't be able to steal them.

Next, the best non hardware wallets are Jaxx, Blockchain.info, and GreenAddress. They create your private/public pairs on your device, but they are susceptible to malware.

Use localbitcoins to cash out your bitcoins locally, or use Coinbase if you are in the US. Fees are minimal for both.