One will make different VPN/proxy choices depending on one's priorities and threat models — here, for example, the tension between anonymity, which is most likely to lead you to choose a commercial VPN with a large number of users at each endpoint, and privacy, which is most likely to lead you to choose a private VPN solution where you have full control over the endpont's settings, logging, etc. These aren't the only factors, and neither option perfectly solves either, but carefully thinking through what you actually expect a VPN to be protecting you from is important.