My recommendation, and the protocol I most often choose to use, is OpenVPN. OpenVPN is a non-proprietary, open-source implementation of a VPN communication layer protocol. It's well-understood, well-regarded, generally quite secure, and robust. In addition, it has the benefit of being able to communicate over port 443, which is the standard port for https communication, which means almost all firewalls will allow OpenVPN traffic -- and most won't even be able to detect that a VPN is being used.
It is also possible (emphasis on "possible") that VPNs may be able to save net neutrality repeal. Kind of. For those who are unaware, net neutrality is the much-discussed concept that ISPs treat web services and apps equally, and not create fast lanes for companies that pay more, or require consumers to sign up for specific plans in order to access services like Netflix or Twitter. Depending on how ISPs respond to a newly deregulated environment, a VPN could tunnel traffic past any choke points or blockades thrown up by ISPs. That said, an obvious response would be to block or throttle all VPN traffic. We'll have to see how this plays out.
It is possible for some background services to send information across that initial, unsecured connection before the VPN loads. To be fair, the risk is relatively minor for most usage profiles. If you're establishing a connection automatically to your corporate server, you will definitely want to check with your IT team about how they want you to set things up.
Perfect Privacy’s network is composed entirely of dedicated, bare-metal servers that provide you with fast speeds, more security, and plenty of bandwidth at all times (you can see real-time server bandwidth here). Like ExpressVPN, Perfect Privacy has also passed real-world tests that verified their no logging claims, when one of their servers were seized by Dutch authorities (customer data remained safe).
Think about it this way: If your car pulls out of your driveway, someone can follow you and see where you are going, how long you are at your destination, and when you are coming back. They might even be able to peek inside your car and learn more about you. With a VPN service, you are essentially driving into a closed parking garage, switching to a different car, and driving out, so that no one who was originally following you knows where you went.