I recently received a set of the new Yubikey Neo and Yubikey Neo-n items.
Using the Yubikey NEO Manager 0.2.2 (the current Windows version), it indicates that the new keys can have *either* OTP *or* U2F mode active, not both. CCID can be independently enabled, of course.
So, If I want to enable the U2F capability, I lose access to being able to generate OTPs from the Yubikey OTP slots.
Or at least, "currently." Because, as the Change Connection Mode window says - "Note: OTP and U2F modes cannot currently both be active."
Browsing the source code, it's not clear that this restriction will remain in the future.
But in any case: consider supporting U2F.