I usually use the corporate VPN solutions. Why? My team and I want to encourage our users to use them all the time. The users will have a more secure Internet experience and we’ll have some control over their device’s security. There is no wish to dig into content or usage, and I’m working toward ensuring that never happens.
My second approach is personal. I have an Internet hosting account that provides shell access over SSH. While my employer does a lot of swell things, there are certain aspects of my life I’ll never trust to such a network – even one I manage.
For those things, I ‘ssh -D 4321 [email protected]’ or the OS equivalent and set my proxy setting to Socks5 at 127.0.0.1 If you’re a Firefox user, FoxyProxy is a great add-on for specifying what’s sent down the tunnel and what isn’t.