When I travel I use a VPN. It's a nice little bit of security when on a strange WiFi network. It's not bullet proof but it's a minimal layer between me and a coffee shop or hotel. If you're unfamiliar with VPN, it's a private tunnel between your machine and another machine on the Internet. You connect to the VPN host and the VPN host handles all of your requests out to the Internet.
Lately, I've been using VPN even when on otherwise trusted ISPs. For example, LTE with Verizon or on the WiFi network at my jobby-job. On Verizon, it's purported to help block "super cookies". My work WiFi blocks several ports and a VPN helps me use things like Transmit for SFTP.
As I discussed with my co-host on Nerds on Draft it's not all great. Places like Whole Foods are starting to block VPN access. But, that's still relatively rare.
I mostly use VPN for security and getting around controls that would otherwise be annoying. You can also use VPN to spoof your location if that's important to you. It may be important and you don't know it. Regional laws are all very different and I've seen ISPs threaten accounts for using P2P services in completely legal and legitimate ways. VPNs may help you with that by limiting what ISPs can sniff from your traffic (and potentially avoid traffic shaping)
VPNs I've Known and Loved
This is the VPN I still use. I managed to get a lifetime account for cheap on StackSocial. While they have apps for iOS, I don't like it that much. I use the built-in VPN support for iOS and it works fine. I lose the option to quickly switch regions and VPN hosts but that's not been a problem for me. The Mac app requires a new profile to be installed for the user account but after that the menu bar application works well enough. I've had occasional flakiness when switching from VPN back to regular network traffic through my ISP. It's not a major issue so I haven't bothered to request support.
VPN Unlimited is one of the products from Keep Solid which is a little Ukrainian company with a mishmash of products. However, the support I've received for VPN Unlimited has been top notch. I had an issue with using the Mac app for VPN and within a couple of days they had a new beta version for me that fixed the problem.
It's also very fast. For around $40 I have a "lifetime" of VPN access. Keep an eye out for sales but even their regular price is very good.
Cloak has the absolute best app experience and fantastic customer service. They are honest to deal with and have several pricing plans that will let you try them out. In my performance tests, they were middle of the road. Not the best, but still very good and probably better than most ISPs anyway.
The iOS app for Cloak is fantastic because it can automatically enable the VPN when on an untrusted network. It's dead simple to use too.
Right now, you can use the Smile Software code to get a pretty good discount on a month or a year of Cloak.
I used Vypr for many months. They have reasonable pricing and provided the fastest networking in my area (based on Internet speed tests). I'm on FiOS at home and if I'm going to use a VPN I don't want to waste all of that sweet, sweet bandwidth.
Vypr also has plain privacy policies and has been rated well by many other people.
A VPN service should be someone you trust. All of your traffic goes through them while connected. Ask around. Do searches for complaints about providers. READ THEIR POLICIES. We don't often have a choice of our ISP but there are plenty of VPN choices out there.
I'm not an authority, but this IVPN article is a good starting point. This is a serious intellectual investment. Pay up front or pay later.