Choosing a mode of operation and applying the proper levels of security depends on your specific environment and requirements.
In tunnel mode, the SSL VPN client encrypts all traffic from the remote client computer and sends it to the FortiGate through an SSL VPN tunnel over the HTTPS link between the user and the FortiGate. It supports a wide range of applications, and provides a transparent user experience when properly configured. FortiClient might enable a DTLS tunnel that allows the SSL VPN to encrypt traffic using TLS, and uses UDP as the transport layer instead of TCP. This avoids retransmission issues that can occur with TCP-inTCP that result in lower throughput. For information on troubleshooting slow SSL VPN throughput, see Troubleshooting common issues in the FortiOS Administration Guide.
Web mode provides clientless network access using a web browser with built-in SSL encryption. It is easier to set up than tunnel mode and does not require that an application be installed on the endpoint, but it has limited application support and requires more resources on the FortiGate.
For more information, see SSL VPN best practices in the FortiOS Administration Guide.