I dislike sms since the most likely device I own to get stolen is my phone. Also, the codes aren't sent to your locked secured phone, they are sent to your SIM

I dislike sms since the most likely device I own to get stolen is my phone. Also, the codes aren't sent to your locked secured phone, they are sent to your SIM card. Paper codes are the same as having a second device with TOTP, you probably won't carry them with you everywhere (both should be an offsite backup).