So a VPN requires a server endpoint. And it won't be that much more interesting for privacy if you are the only one using the endpoint -- it's traceable back to you with one more step. You'd probably be better off using one of the existing VPN services for the immediate future. That will also give you some exposure to how they work (handshake and traffic cryptography they use, for example).
One thing I did for a while was using an SSH tunnel to a shared hosting server. Anybody remember those? Although too much traffic would probably get them grumpy -- I was mainly checking personal email at work. Then using Firefox for browsing since it has its own proxy settings separate from the OS. Here is a linux guide that will give you the gist of it. If you use Windows then you can setup the SSH tunnel in PuTTY. Don't forget to tell Firefox to also route DNS queries over the proxy.
So a VPN requires a server endpoint. And it won't be that much more interesting for privacy if you are the only one using the endpoint -- it's traceable back to you with one more step. You'd probably be better off using one of the existing VPN services for the immediate future. That will also give you some exposure to how they work (handshake and traffic cryptography they use, for example).
One thing I did for a while was using an SSH tunnel to a shared hosting server. Anybody remember those? Although too much traffic would probably get them grumpy -- I was mainly checking personal email at work. Then using Firefox for browsing since it has its own proxy settings separate from the OS. Here is a linux guide that will give you the gist of it. If you use Windows then you can setup the SSH tunnel in PuTTY. Don't forget to tell Firefox to also route DNS queries over the proxy.
SSH Firefox Tunnel