WebSockets, Server-Sent Events, or polling? Which is best for real-time data updates?

hey folks, im wrestling with how to best push real-time updates to clients in a new service. We're seeing a lot of users wanting instant notifications and dashboard refreshes. I've been looking at WebSockets, SSE, and even good old polling, but each seems to have its own trade-offs for our specific use case which involves potentially millions of concurrent connections, but with very spiky, intermittent data bursts. When have you found each of these technologies to be the sweet spot, and what were the biggest gotchas you ran into when scaling them?