TLDR: Hardware wallet (Trezor/Ledger) + Metamask
Security should be a top priority for anyone investing large amounts of money into crypto based games. Unforunately the cryptocurrency space is rife with bad actors including blackhat hackers, fraudsters and scammers, which is why it's so important to keep your assets/coins safe and minimise any risks associated with your crypto wallet.
For most people, the safest method of storing your cryptocurrency is a hardware wallet, they keep your private keys secure while allowing you manage your assets with peace of mind.
Luckily, Splinterlands allows you to create an account using a hardware wallet, you just need to connect your wallet with metamask and then you're set!
Issues
The only problem is that you can still transfer in-game assets without a signing transaction from your hardware wallet. So it still might be possible to lose your in-game assets if you leave your machine unattended and someone transfers them out, either through physical access to the machine or remotely if it's infected with a trojan.
Limitations:
- Can't play on mobile (Unless you want to risk exposing your in-game keys)
Where to buy:
https://shop.trezor.io/ - Reccommending Trezor because they never compromised their customer email lists like ledger.