I've ran a VPN via Amazon's AWS "free" tier (approx. $5/month for 12 months). Works both on Windows (with appropriate UDP encapsulation configured for IPsec traffic[0][1] on both client and server) or via OpenVPN on Linux.
I'd imagine OpenVPN would work just fine on Linode or DO. And Windows/OpenVPN would also work via Microsoft's Azure platform.
I would recommend you set up your own VPN so you fine-tune it to suit your need. However, if you can't, then choose VPN providers maintain their servers on their own network instead of renting servers from others. Checkout IPVanish: (http://www.vpntips.com/hidemyass-alternatives/#ipvanish)
I would second Private Internet Access. They have a shitty billing system (need to cancel your current account if you want to switch to a yearly plan), but it I've found it Just Works(TM). Really happy with their service.
I've recently had issues with PIA where traffic just stopped routing, necessitating a reconnect. Also the Mac client connects probably 50% of the time and often gets in to an unrecoverable state - but that might be OS X/Openvpn's fault, not PIA.
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[ 2.3 ms ] story [ 41.2 ms ] threadSay for example I want to use Netflix from the US today, and Germany tomorrow for general web surfing.
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David Y.
That said, if you're trying to hax0r the NSA or something crazy like that, don't expect a VPN to save you.
I'd imagine OpenVPN would work just fine on Linode or DO. And Windows/OpenVPN would also work via Microsoft's Azure platform.
[0] https://support.microsoft.com/kb/926179 [1] The key term to Google is: "AssumeUDPEncapsulationContextOnSendRule"
https://torrentfreak.com/which-vpn-services-take-your-anonym... They log basically nothing (so they claim). Fast speeds, tons of locations, OpenVPN compatible. Zero problems for 2 years now.