It really boils down to trust, honestly. What VPN you wind up going with greatly depends on the ethics, availability, and reliability of the provider, among other things. Sure, you can always run your own, but that is still ultimately going over someone else's network at some point during transit, plus you still have to be able to trust their ethics and consider any potential disallowed content. From a reliability/availability standpoint you'd be better off getting a VPN service, just have to do some thorough research and/or peruse the great list maintained on thatoneprivacysite.net
Edit: words.