I just have two, if you're doing strictly u2f they are less than $20. I have a nano4 and a neo that I use for u2f, oath tokens, and rsa keys for sign/encrypt/auth. It's not the cheapest setup but it's highly functional and about the best account security I could put together. I lost a gmail account for 45 minutes once and decided that would be much worse then the cost of the keys.
When I ran a CA, half of my root key to unlock the more sensitive keys was stored on an older Yubikey on a necklace and it never left my neck. That includes the shower and rolling over on it in bed. I couldn't make that thing fail, and arguably I wanted to based on how I treated it. (Back it up, though.)
I have one on my keychain, never an issue in years, but I can't help but be concerned, one day, I will be locked out...