Signal: Best data protection. They are on a different level from anyone else. They even reimplemented gif search through their app so it can be anonymised (instead of the data-collecting gif search in your keyboard). Just an example, they really try. Also has a desktop app that doesn't need the mobile app to be running. Downsides are google dependency (for push notifications - but they're empty, the encrypted data does never even touch google) and required linking to phone numbers. They do have usernames now so you don't have to give out your phone number to talk to someone. Behind it is an US based non profit - whether that is a downside everyone can decide for themselves.
Threema: No need for phone number, not even a credit card, you can buy it anonymously through their website. No google services required. Swiss based company, so much better laws than USA. Finance themselves through the one time fee of 2 USD and through their corporate offers, no nags for donations, no selling of data. Downsides are server code is not open source, and their protocol is less good than Signals, but still reasonably secure. They're working on a new one though. Also no independent desktop app yet (also working on it).