Only I've been using sshuttle to make ad-hoc tunnels and it's exceedingly easy - there's details at http://alicious.com/digitalocean-free-credit/ (if you'll forgive the rather mercenary promotional slant in that post).
In short "$ sshuttle --dns -r root@X.X.X.X 0/0 --exclude 192.168.0.0/9 # start sshuttle" tunnels everything but my local network over a server with SSH on it [I've not checked for myself with Wireshark yet, do your due diligence].
When setting up I found [Open]VPN a bit protracted in comparison.
Only I've been using sshuttle to make ad-hoc tunnels and it's exceedingly easy - there's details at http://alicious.com/digitalocean-free-credit/ (if you'll forgive the rather mercenary promotional slant in that post).
In short "$ sshuttle --dns -r root@X.X.X.X 0/0 --exclude 192.168.0.0/9 # start sshuttle" tunnels everything but my local network over a server with SSH on it [I've not checked for myself with Wireshark yet, do your due diligence].
When setting up I found [Open]VPN a bit protracted in comparison.