For me, the best feature is the log analysis with Azure Monitor's Log Analytics. Without being able to analyze the logs of all the activities that affect the performance of a machine, your monitoring effectiveness will be severely limited.
Azure Monitor integrates seamlessly with Microsoft technologies, offering robust monitoring for Azure environments. It features log analytics, customizable alerts, and detailed reporting, enhancing performance management. Known for stability, scalability, and ease of use, it aids in managing cloud resources. Application Insights provide critical insights into performance. Though setup can be complex, technical support remains responsive. Azure Monitor benefits from improved hybrid deployment and cost management solutions.