Just do a search for "Best VPNs". PC Magazine and other pubs have reviews on many vendors.
And, YES, you should absolutely be using a VPN since ISPs now track all of us and are free to sell that information to whomever they want. If you use a VPN, all an ISP can get is noise (encrypted traffic). Just try to find a VPN company who's (1) not in the US and who (2) doesn't do any (or very little) logging. Here you use a VPN for your internal-to-outgoing traffic.
If you're talking about setting up a VPN for your company or home office to connect into remotely, the easiest way I know of is to use Mac OS Server. That software sits on top of the Mac OS and only costs $19.99. VPN was the easiest service I set up. It just works. If you search for videos on YouTube (Todd Olthoff), you can see how easy it is to set up a VPN for your office.
Much depends on how much control you have over your work's network. Since you need a VPN to access that work network it requires that there is a VPN server on that work network. So only the 2nd part of fmpdude's reply applies, if I read things correctly. A client-side VPN on your machine is not going to do it.
I use OpenVPN (https://openvpn.net/ ) on my network, runs as a low-powered VM, rock solid and free if only need one or two connections. Cheap if you need more.
Right, I wasn't sure exactly what he meant by "VPN" so I covered both bases.
I also bookmarked your excellent openvpn suggestion for when my current VPN (non-free) VPN software expires. Do you get good performance using openvpn? Some of the VPNs reviewed by PC Mag didn't get stellar performance numbers due to their server count and possibly other factors.
No performance complaints. I typically don't get more than 2 or 3 connections at a time and usually it is to RDP into a machine, with the occasional connection to one of the FMSes.
Are their servers in the US? That's a major privacy concern and a reason I wouldn't use them. Didn't see anything about what, if anything, they log either, but I can investigate that more in December when my current VPN lapses. Thanks.
You don't use their servers, you deploy your own server. Which is why I use a simple VM.