We use an old-school lockbox from MasterLock (no lights or other fanciness), with a single key (listing is only for 2 max). Ours is a basement apartment listing with an interior stairwell, so we hang the box on the railing. There is a light in the stairwell, so if people arrive after dark, they can still see to operate the box.
The key itself is for both the exterior door at the bottom of the stairwell, and the interior suite door. I suspect that having a single key for both doors goes a long way in helping people to keep the key with them at all times. We ask guests on checkout to leave the key in the interior suite door and just lock the exterior door (it's just a knob lock) on their way out.
We change the code (manually) often, as we live here and it doesn't require a special trip to do so.
Thus far, no one has had any real issues. I did have a guest tell me in private feedback that she had a bit of trouble, but she also said it was "user error", and she did manage it after some initial fumbling. I think her trouble was opening the cover to get to the keypad - it requires a "squeeze and pull down" action, which is a touch awkward.
I like the simplicity of it, and the fact that it's basically indestructible. Iirc, the cost was around $40CAD.