I started using their "Account Key" process, any time I log in on the site from a computer, I get a notification from my Yahoo sports app (iPhone) asking me if I would like to allow the login attempt. I actually like it better than the two-factor auth I use for other accounts. Whether it's more secure or not, I don't know..
EDIT: just for clarification, this replaces the password entirely. So I never enter a password on the site.