Re: Time to install a decent VPN
"Then just install OpenVPN Server and...."
A single user VPN running on a VM you pay for provided by an American corporation subject to US courts that you connect to as the only user is not an anonymity solution.
It may be an easy way to hand everything over to US TLAs, and if RIAA or someone similar gets a US court order, they probably get it too, given that the US considers their laws and courts to have global authority.
A much better choice is a shared VPN service with accounting separated from operation, and a crew of professionals overseeing security and maintenance full time.
I don't find AirVPN expensive for what you get... and it is one of two good VPN services with a full featured Linux client.
Also a Network Lock beats a kill switch for good protection... see discussions if this matters to you.