I encountered one seriously annoying problem with the Nano though - I kept brushing my hand up against it and randomly inserting a torrent of characters into whatever field I happened to have selected at the time :-/
The fix for this was pretty simple. There are two slots on the Yubikey. The main configuration is stored in slot 1, which is activated by a short touch like brushing your hand against it. The second configuration in slot 2 is empty by default and activated by a 3-second touch.
The fix is to just swap configuration 1 into slot 2. This leaves 1 empty, so brushing against it does nothing and slot 2 does what you want with a 3-second touch. If you're using Windows you can just download their GUI to do this. But if you're on a Mac it's not quite as easy ... I use MacPorts and found I could get the required utility by running:
% sudo port install ykpers
Once that was complete I just needed to run this to swap slots 1 and 2:
% ykpersonalize -x
And that's it! Annoyance vanquished!