If you're going to a conference and you're using wifi there, please use a VPN. If you're going to a coffee shop and using wifi, if at all possible use a VPN.
By not using a VPN you're leaving yourself open to all manner of attacks (take for example the recent iOS SSL Cert validation issues as an example, but also consider the fact that an attacker could inject malicious content to attack your system over any HTTP traffic - or invalid HTTPS traffic if you make the connection).
At the very least you should use an SSH tunnel or some form of transport to protect all of your outbound traffic when in a hostile environment.
By not using a VPN you're leaving yourself open to all manner of attacks (take for example the recent iOS SSL Cert validation issues as an example, but also consider the fact that an attacker could inject malicious content to attack your system over any HTTP traffic - or invalid HTTPS traffic if you make the connection).
At the very least you should use an SSH tunnel or some form of transport to protect all of your outbound traffic when in a hostile environment.