What is the best place to store authentication tokens client side

When my users are authenticated they receive an authentication token, I need to use this authentication token to authorize some asp.net WebAPI calls. To do this I need to add the token to the head of that call, so I need the token accessible from the users browser. I think that storing the token in a cookie isn't the safest way, so what is the safest way to store that token and still accessible in my javascript to make API call's?