Some work well together and some don’t. There’s a bit of testing that’s needed to see which ones can be used together. As a starting point, look at the features of each one, and don’t use two that do the same thing/things. Firstly it’s redundant so just creates extra work for your server, and secondly it can cause issues if one is trying to do the same as another one.
I would be very careful about installing multiple security plugins as they may conflict with each other. If in doubt, ask the plugin developers in question.
BulletProof Security does an excellent job of setting up strong htaccess security “at the door”, so to speak, and Wordfence Security can handle just about everything else. They each have the ability to deal with brute-force login attempts, and I let BPS do that since it is otherwise idle much of the time.
