I own a Yubikey, and I can see why it has a virtual monopoly. It may look flimsy, but it is on my keychain and I do not bother to baby it. It has lasted for well over two years with little signs of wear. It is also very thin and adds little more footprint to my keychain then another house key. While I do not have it, they also have another one that almost fits completely within a USB slot.
The size of that security key is almost a non-starter to me if I need to keep it on me.