I think that one of the best features is definitely the premium version, along with the IDPs in terms of the intrusion detection and prevention system.
Azure Firewall receives positive feedback for its stability, performance, and integration with Azure services, alongside features like auto-scaling and DDoS protection. However, it's criticized for lacking advanced features such as intrusion prevention, posing challenges like regional implementation inconsistencies, high pricing, and limited VPN and WAF capabilities. Threat intelligence improvements are needed, especially for zero-day threats and DNS security. Still, customer support is highly rated.
