Take it with a grain of salt, but in my opinion generating them with a client, locally in your devise and use it on as few new clients as posible. Every time you enter your nsec on a client you are trusting them to some degree (unless you know the code and have checked it)

If you use web clients like nostrgram, iris, etc... use a browser extention like Alby, so even if you still put some trust on a 3rd party you only do it once, on Alby for example.

Maybe consider getting a NIP-05 so if your account is compromised at least your followers can follow you by your NIP-05 to your new account.

Maybe have back up your follow list now and then, and your relay list, just in case if you have to get a new pair of keys, but this is not a bitcoin wallet, so loosing it is bad but not THAT bad I think