So originally I purchased the KeepKey. Thought it really looked cool and if I am not mistaken, I think Shapeshift is built in (don't quote me on that). But, after a week of waiting for a shipping notification from The Bitcoin Store, I emailed them and found out that all hardware wallets had their shipping dates pushed back two to three weeks. However, I was told I could switch my KeepKey for a White Trezor and the Trezor would ship that very day. So, after a little research I decided to make the swap. So my decision was 100% convenience.

Nevertheless I have heard good things about the Ledger. Don't have any experience with it though, so sorry I cannot help much!