I've been meaning to write up the adventure I had setting up my Yubikey 4 together with GnuPG. Most of my work was cribbed off of this guide: https://www.jfry.me/articles/2015/gpg-smartcard/

But there were some important differences. Newer GnuPG versions have simplified how gpg-agent takes the place of ssh-agent. Nowadays, it's enough to create an SSH_AUTH_SOCK environment variable that points to ~/.gnupg/S.gpg-agent.ssh

Also, I found the air-gapped system setup described there and elsewhere to be excessively difficult. Far and away the easiest way to create an air-gapped key generating machine was to install OpenBSD to a USB key (you can boot the mini install image and overwrite the same device). Installing the gpg2 package gives you a complete gnupg environment for interacting with OpenPGP smart cards. By contrast, there were a bunch of packages to install with Ubuntu / Debian.

It was a little hairy to set up in total, but I really love my Yubikey-mediated GPG setup. I also now use password-store for passwords, complete with dmenu integration.

I'm not super happy that the Yubikey 4 isn't 100% open hardware though. If someone has a recommendation for something that is, and supports 4096 bit keys, I'd gladly hear it.