Yeah, for the moment at least USB-C isn't universal enough that I'd be comfortable carrying a key that _only_ works with devices that have USB-C ports. Maybe in a few years...
I recently bought a new Yubikey 4 Nano, and it came with a USB-C adapter that holds on very nicely (as in, the adapter hasn't accidentally come off the Yubikey while in my pocket). It's a good choice if you need to use your Yubikey with any non-USB-C devices.