In today's internet (and political) environment privacy is justifiably a serious concern for many, even if you are not a conspiracy theorist. This this ArsTechnica article provides a relatively simple How To on creating your own Virtual Private Network that is arguably more secure than the commercial VPN offerings. I have not done it — yet — but the concept is worthy of consideration.
If we knew what it was we were doing, it wouldn't be called research, would it?