Q. How can I build a highly available site-to-site VPN gateway on-premises to Azure?
A. The on-premises side of the Azure site-to-site VPN gateway can be enabled using numerous types of gateway devices and even Windows Server RRAS. Microsoft has created a complete step-by-step guide to implementing a highly available on-premises gateway using Hyper-V and clustering. The guide is worth reading even if you don't plan to use it for your Azure on-premises gateway; it walks through some interesting configurations, especially related to network compartments.