If you already have an authenticator app, by all means, use the one you already have*. If you don’t yet have an authenticator app, our primary recommendation is to use Google Authenticator. Google Authenticator is a best-in-class provider of two-factor identification. It is easy to use and quite versatile.
If you are uncomfortable using Google products, our second recommendation is to use "Authy".
*Except Duo, please do not use Duo. It is not calibrated correctly with our 2FA.