The answer depends on your usage and security needs. Here are some of the advantages and disadvantages of using TCP and UDP:
OpenVPN using TCP
- More reliable. TCP offers more stable connections as the protocol guarantees delivery of packets. It's a 'stateful' protocol, which means it requires acknowledgment of the receipt of packets for every packet sent.
- Can bypass firewalls. TCP VPN connections are usually allowed since they run on a common port (443). TCP VPN connections can usually bypass even the most strict corporate firewalls.
- Slower speed. Acknowledgment packets cause greater overhead on TCP connections that tend to slow transfer rates. For higher transfer speeds with OpenVPN use UDP
OpenVPN using UDP
- Faster speed. UDP VPN provides significantly greater speeds than TCP.
- Less reliable. In some cases UDP can be less reliable than TCP VPN connections as UDP does NOT guarantee the delivery of packets. It is a 'stateless' protocol and packets are assumed to be received with no retries or acknowledgments.
Bottom line. UDP is better for Voice-over-IP, movie streaming and gaming traffic, as well as shorter distances where packet loss is less likely to occur. TCP is better for overall reliability of transmitted data and longer distances.