I've been using DO for my VPN needs and it's been a very good experience.
You can start a 5$ Ubuntu droplet, which is more than enough to host OpenVPN, and then configure your VPN manually. Check here :
I just tried that but on my VPS the 'tun' device was not enabled and the automagic script died. Seems that is not easy to fix on a VPS depending on your provider. Thanks for the tip though.
Not the OP and I don't use DO specifically, but I've found using a VPS provider to be a more or less painless VPN experience. Providers like DO, OVH, and Vultr have scripts for easy one-click OpenVPN setup, or you can roll your own if you don't trust their scripts (though if that's the case maybe you don't trust the VPS provider at all...)
That said, always verify that the tunnel is operating correctly before assuming it is and taking off. I've found on more than one instance that the OpenVPN client was misconfigured and seemed to connect, yet my IP was still being reported as my ISP's.
I think that's an OpenVPN restriction, not a Vultr specific restriction. You have to pay for a commercial license if you want multiple connections with OpenVPN.
It's a bit trickier (and more time consuming) to set up than I initially imagined but not at all undoable. A lot of tutorials are bit out of date or conflicting so it wasn't quite as easy as just following a recipe.
I didn't use DO but an even cheaper host and set up VPN at router using DD-WRT.
Occasionally I have to turn it off at router as certain sites/ services recognize the datacenter IP but not all that often.
Main reason I set it up is I use a small local ISP and know the owners and no need to have them watching net traffic.
The settings on both ends have to match perfectly. Don't forget to set DNS for openVPN also.
I've been looking to do the same recently, do you use Digital Ocean Droplets? If so, how have you found the experience?