(I do also keep a few backup codes for the most important accounts in my wallet.)
I know Authy can back up 2FA state to their own cloud, but it's unclear how secure this is: they let you restore codes onto a new phone with the same number, and apparently even to a brand new phone (https://www.authy.com/phones/change/). So it seems like stealing a phone number would allow an attacker to steal 2FA codes stored in Authy.
(What I'd really like is a TOTP app that let me back up its state into a single giant QR code or a small file that I could print out in hex and scan+ocr later.)