The device that you use to sign in could be a second factor. That's how Rublon works: the mobile app allows you to manage your Trusted Devices. Check out a demo at http://www.pagechimp.com/.
I really hope no one is going to try to force me to carry a phone around all the time (I only have one with me when I'm expecting a call or planning to call someone myself). Those yubi keys look interesting, but it's still an extra piece of hardware that has to be bought and carried around (and not lost).