Earlier quoted context omitted.
Don't keep it on the same keychain as your car keys. I don't–that would be terribly impractical. Instead, it lives in my laptop slipcase. Even better, get the nano version and leave it in your USB slot permanently: http://www.amazon.com/dp/B00O8ST7MM
Isn't this kind of counterproductive? A key use case of 2FA is to keep your accounts secure if your computer is simply stolen.
Security key protects you from phishing and someone on the Internet guessing your password.
(Many security keys are designed to be permanently installed in your computer, like this one: http://www.amazon.com/Yubico-Y-110-YubiKey-NEO-n/dp/B00O8ST7...)