I decided years ago that I want to protect my keys with a hardware device that is independent of the vendor of the machine that I'm currently using. I also want to have backup keys and I want to be able to freely move them around various physical locations. Or have a backup shipped to me across the world if necessary.

YubiKeys were the only solution that fit these requirements, so I went with those. I have been using them for the last ten years or so and I've been very happy with this solution. See https://github.com/drduh/YubiKey-Guide for a description of how to make your RSA keys stored on YubiKeys work with GPG and SSH at the same time.