Pls advice the best tool (macro) for customizable VLOOKUP.

It is often necessary VLOOKUP very large data, formulas work for a long time.
And sometimes there are two options: find and pull up on the first match, or to find and pull all matches.

I have been actively studying the VBA for personal use, so it would be good if there is access to the code.
I would be grateful for the help, because very hard every day to compare 250k+ rows and 30+ columns by formulas. Especially if there is a filter in the range.