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.
Although it has a no logs policy, the vendor collects user activity data and could opt to share them with third parties. The service can be used for torrenting but the company warns against copyright infringements. One weak spot is the service’s customer support. It has no live chat support and it takes more than 24 hours to get a reply. However, a knowledge base is available in the company’s website.
Are you so used to your data traveling over Wi-Fi that you've stopped worrying about the security of that data—and about who else might be spying on it, or even stealing it for nefarious purposes? If so, you are—sadly—in the majority, and you ought to consider using a viritual private network, or VPN. In fact, when PCMag conducted a survey on VPN usage, we found that a dismal 71 percent of the 1,000 respondents had never used a VPN. Even among those who support net neutrality—who you might think would tend to be well informed on technology and privacy issues—only 45 percent had used a VPN.