Hardware Wallet
The third method is the safest: it is called a hardware wallet. Ledger and Trezor wallets are the most common (make sure to only buy one from their website, never second hand).
They look like USB drives but all they do is save your seed phrase. You can plug it into your computer and use it to verify transactions while never letting the seed phrase connect to the internet. It is usually secured by a password so someone would need to steal the device and know your password. Even for a hard wallet you need to backup your seed phrase, usually using a paper wallet and storing that paper somewhere secure, just in case you lose your wallet.
We know this can seem overwhelming but knowing this will help prevent getting your money and assets stolen.