Algo, a project by Trail of Bits, is a VPN that you host yourself on a VPS of your own choosing. Self-hosted VPN's can be complicated to set up, but Algo is pretty easy: just download the files to your local machine, register for an account (if you don't have one already) at Amazon Web Services, Digital Ocean, or Google App Engine, and then run three commands in the terminal. That's pretty much it. In about 10 minutes, you have an easy, secure IPSec VPN.
Algo will even output .mobileconfig profiles for your Apple devices, which makes it easy to connect to your VPN on your Mac or iPhone. No client software is needed, and you can configure the profiles to force your connection to use the VPN whenever possible.
The project isn't quite at a 1.0 release yet, so there are a few kinks and rough spots. Thankfully, the contributors are quite active on the project's GitHub Issues page. If you run into a bug, chances are they'll push a fix for it relatively quickly after you report it.
One standout feature of Algo when compared to paid VPN services is the fact that you can easily spin up a "disposable" VPN anytime you like, and then tear it down fifteen minutes later. Since cloud hosting is so cheap, you can effectively rent a VPN by the hour, on demand.
As I've noted elsewhere, use of a VPN is not a fullproof approach to privacy, and it isn't for everyone even when you can trust your provider. Algo removes some of the trust issues (although it's worthwhile to remember that your cloud provider might be subpoenaed too), and it uses much better crypto than most paid providers do. If a VPN is useful to you, you can hardly go wrong with Algo.