Re: Check for blacklists
You can also setup an SMTP server to relay or forward mails ("open relays" are evil, not any properly secured relay), which is often done to avoid to store emails on a internet facing machines (it also helps to separate the local from remote traffic, but it's not within the scope of this article).
It may be safer than a tunnel (you can't contact the destination server directly), there are no addresses translations - which may still be an issue due to what ends to be written in mail headers (a relay can rewrite headers), and also you can process spam/malware at this layer. If the VPS server offers good reliability, it's also a way to ensure it.
However, it's a store-and-forward technique, thereby some data may still be readable from the VPS server.