@fyrstikken this is a great post. There will always be problems when there is a central point of failure. I wish newcomers to the crypto community had the benefit of hindsight that those who have been around for a while have. Centralized exchanges get hacked - it's just the nature of the beast.
This is the big reason why I'm super excited for the takeover of Decentralized Exchanges. BitShares is already doing a good job, and there is (was?) also NXT's asset exchange, but we also have even more fully featured dEx's coming out like WAVES Platform and HEAT Ledger.
I wrote about the importance of these types of exchanges, and how they help keep one's deposits secure in my most recent blog post.
BUT the most important thing anyone can do to protect their crypto-assets is to keep them in a cold wallet. That will always be the strongest security one can have in terms of protecting their finances. Off line, cold storage. Preferably paper. If its connected to the internet, it can get hacked.