So who of you got a 2FA Hardware device? I am think of getting one (Yubikey or nitrokey). My only question is, what if you loose the 2FA stick? You are locked out of all your stuff?

I've got one but I mostly use Authy. Save your backup codes in a notebook somewhere if you're worried.

Yesnomaybe.
Depends on the online accounts: Most support setting up an alternative second factor like TOTP codes ("Google Authenticator") and/or static recovery codes.

You are best to stick you *key to your (physical) keyring - the Yubikeys with USB type C have a metal hardening for that purpose.

@sbiewald Well you could still loose the physical keyring or it could get stolen

@Kyu96 If your keyring is lost, you have other problems.

In doubt (and if you have the money), get a second one. Usually you can setup multiple U2F devices for one account.

2FA is a great idea but still a pain in the ass.

@sbiewald Is there a way to just backup the keys from the HW-Key to a file that I can store on my pc? And if I lose the key I can still just buy a new on and put my keys back on it?

@Kyu96 No. A "backup" would totally compromise security promises by a dedicated hardware device.
Just setup recovery methods offered by the platforms.

@badcopnodonuts Really? With U2F it's just plug in the device, confirm the login (tap the device), done. The initial setup isn't much more difficult.
Recovery takes a little more steps, but isn't required very often.

@sbiewald Not really. I would store such a backup in an encrypted container. I still need a proper solution in case I loose a 2FA HW device.