Alternative clients
From an open source project perspective, the only supported application is a build of the open source project code. In practice, however, there are a multitude of exceedingly useful alternative builds. Some of these builds are for commercial VPN providers, and support not just the OpenVPN protocol, but may include support for PPTP, IPSec, or AnyConnect, or any other protocol. These applications usually provide a single, simple, user interface, and couple with a custom configuration provided by the author or provider.
Because of the added features or controls that may be built into the third-party application, it's likely easiest to troubleshoot a non-working OpenVPN connection by reverting back to the open source client. This helps to rule out the additional features.
There are a few circumstances where an official application does not exactly exist. Mobile platforms, for instance, do not have a native OpenVPN open source build. The Android OpenVPN client, while using...