By personal preference I would use a hardware wallet especially after the recent Kucoin attack.
Most definitely wouldn’t suggest you store your coins on an exchange as they can be the prime target of an attack
Would read up on liquidity pools as they can go either way you could receive UNI where someone wanted to exchange UNI for ETH or you could get ETH where someone wanted to exchange ETH to get some UNI and tap into your uni supply.
All the eligable pools as of right now can be found here