My company supports companies across the world. I use many kinds of VPN clients. Here's my thoughts of the client portion (not the VPN servers themselves)

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SonicWall Global VPN Client
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Good reputation for firewalls, but the worst VPN client by far.

There's a bug where if you install the client using a Wi-Fi connection, you are stuck using that network connection forever. The software remembers that your IP was assigned using DHCP, and most importantly, the network connection where DHCP was running. If you switch the another network connection, like Ethernet, it will try to renew the IP address on the disconnected Wi-Fi connection forever. The error is "Acquiring IP address" and that's it.

Everything is tied to the firewall's serial number, from client downloads to support cases. Client installs are also passwords protected. So you have to involve the company's IT department to update your client. No automatic check client version, and automatic update.

It's interface is also clunky, using "Enable/Disable" instead of "Connect/Disconnect"

Just the worst

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Sophos SSL VPN client
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Very clunky, and almost non-existent interface. No automatic update of client. All settings are edited in a text file, no GUI on client, which is unforgivable on a Windows machine.

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FortiClient VPN
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OK.

At least on my Lenovo AMD laptop, if you connect and disconnect to one company, when you try to switch to another, it won't work. My solution is to also logout of Windows, and log back in.

It has two versions of the client: a free version and a "full version" where you get technical support for the client, so that' nice.

It does add a network filter and Windows service, which honestly I don't like.

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WatchGuard Mobile VPS with SSL - Firebox
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Will check to see if you have the latest client, and prompt if it needs updating so that's nice.

Just seems to work with minimal fuss, and no added services, network filters.

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Cisco AnyConnect Secure Mobility Client
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Could be better

It does add an additional driver called "DNE Lightweight Filter" which would have been nice to include "Cisco" somewhere in the name, and requires an additional Windows service called "Cisco AnyConnect Secure Mobility Agent", so that's a little clunky.

On the upside, the client needs very little configuration

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Microsoft Built-in VPN
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Pretty good, except some VPN servers don't like having more than one VPN client running at a time.

Since it's built into Windows, you get update automatically.

Since it's a Microsoft VPN client, not sure how Apple / Linux devices would work with the VPN server.

I'd probably check VPN server support, because someone going to have a Apple / Linux client.