I've got several (~7?) Yubikeys: one that Mt. Gox sent me several years ago (that would only work with their web site!), an old "Symantec VIP" key, a NEO that's permanently plugged into the keyboard on my workstation, a couple of Nanos (almost always plugged into a pair of laptops), and a couple of the U2F-only ones.

I don't think I've ever had any issues with any of them (there was a "bug" a few years back and they had to "re-issue" some keys) and I really don't have any big complaints other than they're a little expensive (but I keep buying them so apparently not too expensive), just a few minor things.

I've never actually used the U2F ones (browser usage is ~90% Chromium, ~10% Firefox, on Linux exclusively) but maybe I'll get to someday. The NEO and Nanos get used dozens of times a day as my SSH keys (GPG subkeys) are on them. They're also used for unlocking LUKS containers at boot (challenge/response, with a "passphrase"). I do wish it was easier to load (SSL/TLS) certificates on them -- and I wish they held more of them! -- but I have a bunch of physical ("real") smart cards so I just use those instead.

Ideally, I'd be able to put certificates on them and use them to authenticate (Open)VPN clients on both Linux and Windows. That might even be possible today but, if it is, it's likely way more complicated than it should be.

Oh, also I used the VIP and NEO at one point with LastPass and they worked great (but I switched from LastPass when LogMeIn bought them).