Since 2016 a number of wallets are available to store Steem; though the wallet number is not so large but still there are few options.
First, the most relevant place is to use its own platform. Steem has its own wallet which is accessible after making an account and can be easily used to deposit or transfer fund on any other platform.
Vessel lite-client desktop wallet which can be downloaded locally on your system through a GitHub link
It is a mobile app with generic functionality to send and receive coins and is available for both platform iOS & Android
Cryptocurrency wallets, like the ones below, help you store your Steem coins so they're not exposed on an exchange.