Hardware Wallets: These are physical devices designed to securely store your Bitcoin offline. Examples include Ledger Nano S/X and Trezor.
I wouldn't recommend Ledger when there are many other good options because Ledger had two cases of data breach and share "encrypted" seed phrase to third party which I consider it's not safe.Software, Mobile and Web wallets are pretty much same.
It's better if you differentiate between open source and closed source wallet, open source wallet are Electrum, Bluewallet etc (recommended to use) while closed source wallet are Trustwallet, Exodus (not recommended to use).
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Two-Factor Authentication (2FA): Enable 2FA to add an extra layer of security. This requires a second form of identification beyond just your password.
Make sure the 2FA software is installed in different device that didn't connected with the first device.Quote
Regular Backups>> Regularly back up your wallet, especially after significant transactions or changes.
What's actually regularly backup do you mean? 
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Firewalls and VPNs: Utilize firewalls and VPNs to secure your internet connection and prevent unauthorized access.
VPN is actually not make your internet connection secure, they might be a honeypot and can collect your data.