The Google Authenticator app is great. I recently got (TOTP) 2-factor auth for an IRC bot going with Google Authenticator; took about 5 minutes to code it up and set it up. It doesn't use any sort of 3rd party service, just the application running locally on my phone.
TOTP/HOTP is dead simple and, with the open source Google Authenticator app, great for the end user.