I vote for Google Authentication , this is really easy to use, and much safer.
Nothing is as safe as a physical key because ALL smartphone authenticator programs can be phished or worse. Reminding you guys that security is what I do. I have Yubikey with NFC (there are a few others around too) which is REAL U2F, and its beyond being compromised unless the stick is in your hands. For some reading along here, but yet not familiar with U2F let me draw a parallel to the Trezors many of us use. The software apps (like Electrum for instance) are somewhat secure. However the software is susceptible if "cooties" are on the smartphone and things entered are being captured or re-directed. Just like the Trezor for BTC permanently hides the keys needed to move coins, the physical U2F element never discloses its credentials to any malware infested device. The workings are the same as a hardware wallet in that way, and they will always be a more secure process when an online device is used and especially in the hands of newbie's.
Recovery from a lost 2FA in this case is very easy for me. I keep a spare already made up. Now if I lose, break, etc... a U2F stick I go and get my spare and immediately have access. A lost stick means absolutely nothing unless the person holding it knows the username and password (factor one) because everything inside is encrypted to a key and cannot be opened and acquired. So in my case there is NO person I know that has knowledge I am Coin-Keeper or that I come here. A sign in here would NEVER happen if I were to hand the Yubi directly to the best hacker out there, because it does not link to any activity it authenticates.
For those with only one U2F key, the recovery is also super easy. Google, Microsoft, etc.... allow you to print out recovery codes, which are lengthy and unique to use for account recovery if you lose any or all the other credentials. Just like for those here that lose access to their accounts, if you have the recovery process prepared for in advance its a snap to get back in. I keep several very important accounts recovery backup codes in a safe so I never have to worry about loss of a device.
If Theymos ever decides to implement U2F the process of generating recovery codes for accounts is beyond easy. Then Theymos can forget all those I am locked out threads. The new process could be print out your recovery codes in advance and keep them safe. If you lose your recovery codes you lose your account. We should be adults here. With U2F there won't be account hacks though without serious operator errors involved. My two cents!