Vultr.com offers cloud-based virtual private servers for as little as $2.50 a month. Decided to spin up one of their VPS machines with 1GB of RAM for $5 a month. That was very reasonable for a publicly accessible machine that can allow some desirable privacy capabilities dedicated for my own use.
Spun the server up with Ubuntu Server 17.10. The process was very simple and fast. The web-based console worked well. That was easy.
Performed the SSH setup from the console. Again, very easy.
Set up the firewall rules to allow the SSH connection and installed the usual fail2ban configuration. All goes well.
Hardened the SSH service as a matter of practice. No defaults to become script-kiddie targets.
The long process was installing OpenVPN and configuring the server for specific settings. No basic defaults and stricter encryption. Generated the client files and downloaded them to the client machines.
Configured the client locally and connected to the VPN server. Connected on the first try. Awesome!
Ran a speed test for my connection. No loss in network speed as provided by the ISP. There goes another positive aspect of the setup.
So, for $5 a month, you can get your own VPN server for accessing the Internet. You can configure your phones, laptops, tablets and computers to use the VPN connection. It's not free VPN, but it's fast and it's private.
OpenVPN uses SSL/TLS certificates to provide encryption. You can connect your device to a public WiFi and your connection is encrypted, so that your traffic isn't easy to eavesdrop on when you are out and about.
Configuring OpenVPN had a few caveats that required some Google lookups to find corrections on. The setup of the certificates is what was kinda funny. To surmise, use KEY_ALTNAMES instead of KEY_ALTNAME for openssl to not give you the error on line 198.
Another caveat is to use the udp protocol on the OpenVPN server service. Proto tcp causes it to fail.
Overall, the VPS cloud servers from Vultr.com are a good deal. I would recommend their services if you're looking to setup your own server.