Pulse Secure, Cisco, F5, Palo Alto and SonicWALL provide VPN clients for Chrome OS. The Cisco AnyConnect client will also work with the open source openconnect vpn server although doing so is a violation of the client's license. L2TP/IPsec VPNs are supported out of the box.

As there is a Linux kernel underneath, basically anything could in theory work; but non-standard options require 'developer mode' operation which kinda destroys the security model of ChromeOS.

Android apps (on some models of the laptops) might work though.

Having support for Wireguard would be pretty neat, but afaik not possible yet.

OpenVPN works quite fine for my use cases up to now.

I need to connect to my work's OpenVPN network, so I can't really use other options and don't know much about them.