The "best" feed reader is a matter of individual preference, or even personal taste. There are many good ones. Most of them, including the best, are free like browsers. The one that matches the way you want to work is best for you.
No matter which reader you choose, it should give you some way to back up your feeds, preferably as an OPML file. You may also be able to use your OPML file to move to another reader, although the formats may not be compatible.