[bgwhn]

I bought a yubikey, but hardly any web services support it.

[mutemule]

Actually, any website that supports Google 2FA also happens to support your Yubikey Neo, assuming you have a Neo.

Step 1: Install the Yubico Authenticator from the Play Store.

Step 2: Install the OATH applet. Linux instructions are at http://forum.yubico.com/viewtopic.php?f=26&t=1159, but there are OS X instructions kicking around on the forums as well.

Step 3: Wherever you would normally use Google Authenticator, use the Yubico Authenticator instead.

You now have proper two-factor authentication.

EDIT: Wrong link...

[bgwhn]

Damn. I bought the standard.

[mutemule]

Well, sit tight. There's a new version of the Neo that supports U2F (https://sites.google.com/site/oauthgoog/gnubby) coming out Real Soon Now (https://www.yubico.com/products/yubikey-hardware/yubikey-neo...) -- sometime in 2014 is all I've heard.