Given the importance of an online account, I wouldn't trust an authentication app from anyone other than the entity that provides the account service. In other words, when dealing with my Apple ID, I wouldn't trust an authentication app from anyone other than Apple.
When you set up two-step authentication with your Apple ID, you're given an iCloud security code that you can use to access your account in the event that your primary iOS device is lost or stolen. Just be careful where you enter that security code, I wouldn't enter it into a public computer that could be logging keystrokes, for example.