I found the Yubikey very difficult to use with a PIN. It worked okay without one but:
A.) That's not what I want, and
B.) Some systems won't accept devices that are not PIN protected
So I'd disrecommend them unless you extra money and want to play around with it to see if it'd work for your use case.
I haven't personally used a NitroKey, but I did verify that they really do publish their hardware schematics and code. I'd build one of my own, but they're so reasonably priced, I can't really justify that amount of time and effort for something I'm only moderately passionate about.