The advantage of a VPN is masking your identity. If you tried to torrent movies on your buddy's connection, he'd get the legal notice and probably turn you in.
Now if you were doing something serious like whistleblowing...
It's trivial to make your own VPN, but that isn't the hard part.
I used a VPN a bunch back in college because the school network was gay. The VPN ran on a buddies spare pc on the other side of the country.
The advantage of a VPN is masking your identity. If you tried to torrent movies on your buddy's connection, he'd get the legal notice and probably turn you in.
Now if you were doing something serious like whistleblowing...
It's trivial to make your own VPN, but that isn't the hard part.