What are the supported VPN devices that work well with Azure VPN gateway?

Azure VPN supports both Routing based and Policy based VPN connection. One will choose a route based VPN in Azure for Multi-site and Express Route coexistence scenarios. Refer to the link below for a detailed matrix of supported device types for Azure VPN.

Validated VPN devices https://docs.microsoft.com/en-us/azure/vpn-gateway/vpn-gateway-about-vpn-devices