I have not tried the newer Ledger Nano (the "S"), I was reasonably happy with the old Nano, but I felt it was not tough.
I had the same concern with my Trezor, it seemed to be not strongly built.
I have not used the KeepKey, it seemed too complex a product for a simple guy like me so I never bought one.
What I do like now is the Digital Bitbox, it DOES seem pretty tough, much more so than the two above ones I used for quite sometime. It is a one piece (ex. for the recovery chip) made of tough epoxy. I use it for cold storage. Made in Switzerland. Costs something like $50.
BitcoinNewsMagazine, you might want to get one and review it, I would certainly be interested in other people's views, here's their website:
https://digitalbitbox.com/
I took a look at Digital Bitbox back when it cost $120 and was not impressed. I think they dropped the price because it was not selling well. It is limited in comparison to Trezor and Ledger Nano S. Nano S are pretty tough here is a video of one being run over by a car and still works.
Wow nice