The Microsoft Authenticator app is the easiest MFA method to use, but it takes time to set it up. There are several steps involved, going back and forth between a computer and your smartphone or WiFi device, so don't try to do it while you're in a hurry.
This video details the steps involved in setting up the app, the options for your default MFA method using the app, and includes a brief description of both passwordless login, and using MFA even offline (i.e., when you have neither WiFi nor mobile phone service). It also mentions another MFA video, Multi-factor Authentication: Changing MFA Settings.
The website for changing MFA settings is https://aka.ms/MySecurityInfo. It's a good idea to bookmark it!