As someone who spends an inordinate amount of time working from home, I always have to know where my SecurID token is. Without it and the six digits it provides, I will pound sand trying to get into the corporate network.
But the SecurID token is lame. Sure, it comes in a number of form factors, but I'd rather not mess with it at all. That being said, as a security person, I think it is a necessary evil.
I was excited when I initially read this article on SMS Text News about using SecurID with something I also need to know where is at all times--my mobile phone! Clickatell offers a service that sends those 6 digit codes over SMS to your mobile phone when you need to authenticate some place requiring strong authentication. You then provide that number--along with your PIN--to the remote server.
I like this solution because it requiers no software to be installed on the phone. It can be problematic when your provider has delays with SMS--happens more often than I care to think about, actually. That being said, it appeals to me greatly.