It's VERY easy to setup your own VPN with docker. This guide assumes you're ok with operating a linux box but know nothing about docker. I'll break it down into 4 easy steps:
I'm using bithost, so the steps here are:
- Sign up and pay them some bitcoins :)
- Generate a pgp key (digitalocean have detailed instructions on this step)
- Upload the key
- Launch a new host - I used ubuntu 14.04 image, but any platform that support docker will work.