Tunneling traffic encrypted through a VPN tunnel is not always necessary. If endpoint anonymity is not an issue, or if its just a matter of carrier/LAN distrust. A Socks Proxy SSH Tunnel will be just fine.
Initiate the tunnel like so:
ssh -qCND 31337 ssh.endpoint.tld
Where [ssh.endpoint.tld] is your server of choice.
Once the connection is active, point your SOCKSv5 Proxy to localhost port 31337 (remember to proxy DNS requests as well)
-q Quiet (no) output
-C Compress tunnel traffic
-N Don't execute anything on remote server
-D Local SOCKS port number to use
Information Superhighway ?