Recently I found, and applied, this tutorial to create my own VPN server. The main objective behind this tool was primarily enable, in a straightforward and transparent way, the access to my samba services when I'm outside of my private LAN. However I quickly noticed that it would allow me much more than access disks of information that happens to live behind my router. Since I have several web applications hosted in my server that are in a very crude status and in this way not open to public, which means the dns server is not setup to follow traffic for those virtual hosts I had to do some ssh port tunneling to connect to those apps when outside my lan. Any other service hosted in my server would suffer the same trickery of ssh tunneling. If, for instance, I had to access several services that were not port forwarded by the router or other machine that was not exposed to the internet I ended always doing some magic with ssh. With a vpn server I just need to setup a VPN connection in my laptop and the server will be transparent accessible and any other device In the lan that is connected to the VPN. Testing embrionic apps is much more easy and secure since I don't have to expose any service to the outside.
Another very interesting feature you get with vpn is related with our cellphones. Today cellphone is an outdated concept. In reality we got a full computer in our hands . Today pretty much every phone let you setup a vpn connection. This is a very nice to have. One characteristic of cellphones is that they connect through the internet in a very broad set of providers. You connect in your company, in your friends home, bar, restaurant, etc. And in everyone of this is the risk of spying the data and extracting some private information from what you really do. By connecting to a VPN all the traffic is routed, in an encrypted way, into your vpn server and this way you can ensure some privacy.
I really recomend you to setup a vpn in your server, if you have one, its fun you learn somehing new and in the end you get a lot of services for free.