Most important element is definitely finding a device that suits your needs in terms of connecting it, USB connectors, NFC and so on. The whole idea is these things are trivial to either plug in and leave in a machine that's with you everywhere, or carry on a keyring to use quickly, if it's a whole performance to use your key then you just won't.
I can vouch without hestitation for the Yubico Security Key (newer version has a "2" printed on it clearly, this also does the FIDO2 protocol with resident credentials). This is a relatively expensive option for the purpose but it's robust (lots of people put these on key rings and stuff then carry them everywhere) and simple and the people who built it know what they're doing. But it's a USB A device, if you need bluetooth or USB C or whatever then don't buy one hoping to like it.
That product skips all the fancy Yubico features other than being a Security Key, thus saving a big fraction of the cost - but there are much cheaper options that work if budget is tight, if you're just playing around, or to do testing for a potential deployment: I also have a "KEY-ID FIDO U2F Security Key" again USB A and it works nicely, but many people don't love the bright green LED (all the time, not just when authenticating, it's on all the time). However it clearly also feels cheaper than the Yubico product, this is not an heirloom product.
I can vouch without hestitation for the Yubico Security Key (newer version has a "2" printed on it clearly, this also does the FIDO2 protocol with resident credentials). This is a relatively expensive option for the purpose but it's robust (lots of people put these on key rings and stuff then carry them everywhere) and simple and the people who built it know what they're doing. But it's a USB A device, if you need bluetooth or USB C or whatever then don't buy one hoping to like it.
That product skips all the fancy Yubico features other than being a Security Key, thus saving a big fraction of the cost - but there are much cheaper options that work if budget is tight, if you're just playing around, or to do testing for a potential deployment: I also have a "KEY-ID FIDO U2F Security Key" again USB A and it works nicely, but many people don't love the bright green LED (all the time, not just when authenticating, it's on all the time). However it clearly also feels cheaper than the Yubico product, this is not an heirloom product.