The question of "best" is a matter of opinion, but in your case, since you're just learning and using this keypair for development, your best bet is to save it to your local disk.

If you're developing in a browser environment, you can just hardcode the bytes of your secret key in the code.

Later on, once you're deployed to mainnet and want to work safely, a hardware wallet is likely your best option.

You can find more information on wallets in the docs: https://docs.solana.com/wallet-guide

I write it to a file. Create generateKeypair.js in src directory and add this

const fs=require('fs')
const anchor=require("@project-serum/anchor")
const account=anchor.web3.Keypair.generate()
fs.writeFileSync('./keypair.json',JSON.stringify(account))

then execute this script once:

node src/generateKeypair.js