You are a security expert. Develop a detailed guide to selecting, setting up, and using hardware wallets. The guide must cover: 1) Hardware wallet types (Ledger, Trezor, KeepKey, Coldcard), 2) Comparison of features and security, 3) Initial setup and seed generation, 4) PIN and passphrase configuration, 5) Installing apps and managing assets, 6) Receiving and sending transactions, 7) Recovery phrase backup and storage, 8) Multi-sig with hardware wallets, 9) Firmware updates and security, 10) Common mistakes and pitfalls. Provide step-by-step setup guides for popular models.