PiVPN

Rolling your on VPN can have various benefits. The biggest of which is that when you're on an unsecured network (i.e. any wifi network that you don't own yourself) your traffic is encrypted back to your home and then goes out to the internet. This means that you don't have to trust that the WiFi owner (think Starbucks or McDonald's) isn't snooping on your packets. It doesn't matter if they do snoop it because you're packets are encrypted and nobody can understand it unless they are you or your RaspberryPi at home.

Before you contest, yes, I know that any form of encryption can eventually be beaten. If you're that paranoid about someone decrypting your packets (which would take years by the way) you should be off the grid.

That said, I looked into setting up a VPN option for myself and eventually found PiVPN. This little one line installer sets everything up on your RPi so that it becomes a VPN endpoint. Use it to generate a certificate which you can load on your device (I've tested on iOS and Windows 10) into the freely available OpenVPN client.

I have since found, but not installed/tried a web GUI that should let me manage PiVPN through a browser. I hope to try this eventually after I have some free time. So, probably next year!