In A Nutshell
Setting up your own VPN server is fairly easy, especially if you are familiar with the Linux terminal. You can set up a VPN in as little as 20 minutes, by renting a VPS (Virtual Private Server) from a company like Digital Ocean and installing OpenVPN on it. The cost per month is $5.
OpenVPN is a free, open source application that allows you to install a VPN server and client. OpenVPN is capable of traversing NATs (network address translators) and firewalls.
Installing OpenVPN is straightforward, but it helps to be technically inclined to perform this installation.
I recommend installing OpenVPN on a minimalist virtual server from Digital Ocean. For $5 per month you can get a Linux VPS with 512MB RAM, 20GB SSD and 1TB bandwidth.
Follow these steps to create the VPN server:
- In the Digital Ocean Dashboard, click “Create” to begin installing a $5/month Droplet
- Enter a Hostname of your choosing
- Choose a location for your server: Amsterdam, San Francisco, New York, London or Singapore
- Choose “CentOS 7” as your distribution
- When your Droplet is created, follow the instructions listed on this tutorial page
After completing these steps, you will have a fully functioning VPN server. If you find this process too difficult, you can always get a commercial VPN, see this article for more info.
Obfuscating Your VPN Connections
If you need to obfuscate your VPN connection, see my article How To Hide Your OpenVPN Connection.