@Scraft161 Hello there! I've reviewed security keys for years.
First thing you might consider is whether you want a boatload of features or just U2F/WebAuthn support. The Yubico Security Key and similar devices are very affordable but do only the basics. The YubiKey 5 Series has many more features, but is significantly more expensive.
The second thing to think about is whether you require open-source hardware/firmware or not. Nitrokey and SoloKey both tout their open-source roots, while Yubico keeps things mostly closed.
I've tested dozens of these things and they all work equally well. Yubico's build quality and sheer number of features in the 5 series makes it my go-to, but it's hard to go wrong here sticking with known brands.
meejah