In a protected document, I believe legacy form fields are the only fields
that you can Tab to (but you should be able to use the Up and Down arrows to
move between content controls).
More importantly, though, mixing different type of controls is not
recommended. Stick to one type.
ActiveX controls tend to trigger Design mode (a result of macro security
settings), which is why they are not recommended.
In a protected document, form fields may be the best choice; it is the only
choice if you want backward compatibility.