How to build your own VPN if you're wary of commercial options
The problem with a home-grown VPN is that you lose some of the plausible deniability that's gained from a shared VPN. If you have a VPN connected to a privately-owned AWS instance, the IP coming from that AWS instance is easily traced back to you. Whereas if your external IP is coming from a cluster that is shared by thousands of other people using that VPN, it is more difficult for someone to tie that specifically back to you.