At home, alone either in my room or home alone, in my bed, cuddling, hugging and/or snuggling my pillow. :3
The feeling can't usually be beat, and if I've got time to do this then things are pretty safe.
Another good feeling of safety is simply being home, alone. Now I do define alone loosely, like if the other occupants are sleeping or I've got my own room to myself and no reason to exit it.
Quite simply the feeling of being alone after an exhausting day of being out in the world is the safest of feelings for me. I do need my recharge time in some cases. :3