The Internet of Things (IoT) paradigm is characterized by the adoption of different protocols and standards to enable communications among heterogeneous and, often, resource-constrained devices. The risk of violation is high due to the wireless nature of the communication protocols usually involved in the IoT environments (e.g., e-health, smart agriculture, industry 4.0, military scenarios). For such a reason, proper security countermeasures must be undertaken, in order to prevent and react to malicious attacks, which could hinder the data reliability. In particular, the following requirements should be addressed: authentication, confidentiality, integrity, and authorization. This paper aims at investigating such security features, which are often combined with native functionalities, in the most known IoT-related protocols: MQTT, CoAP, LoRaWAN, AMQP, RFID, ZigBee, and Sigfox. The advantages and weaknesses of each one will be revealed, in order to point out open issues and best practices in the design of efficient and robust IoT network infrastructure.