Site-to-Site VPN
Azure VPN Gateway (Site-to-Site) is a managed service that allows connecting corporate networks to the Azure environment in a secure channel.
Best practices
Restrict access to Azure resources inside your Azure environment using NSGs.
Use the GCMAES256 algorithm for both encryption of the IPsec tunnel and ensuring the integrity of the traffic passing through the tunnel.
Use pre-shared keys to authenticate to the site-to-site VPN tunnel.
For large-scale environments with multiple Azure subscriptions and multiple site-to-site VPN gateways, use Azure Firewall to centrally create, enforce, and log network policies across multiple subscriptions.
Use Azure Monitor to monitor the VPN tunnels (for example, it could send alerts when the amount of traffic in bytes is above a pre-defined threshold).
Enable Azure DDoS Protection to protect your VPN gateway from DDoS attacks.