Nah I don't use a security token. Used to but i disabled it.
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The forums are in Beta testing right now, it may be linked later once out of Beta.
I say take it one step further and have a single sign-on for all SE services. What annoys me the most is how clicking the login button opens up in a new tab/page, so once you do log in, you have two tabs/pages of the forums open.
Or you've worked in internet security before, and know just how much information can be/is stored in cookies, and prefer to keep your computer free of potentially damaging information. @Wobble, that is a choice. I for one choose to use my security token each time I log into the forums, because its more secure. Nothing says you can't change your cookie settings.