I haven't read through this all the way, but it seems like a good starting place if nothing else.

Definitely increasingly relevant, although as the author points out, traffic downstream from your VPN host is still insecure. I'd be inclined to set it up in another country with actual data protection laws.

I was also encouraged by the comment (currently featured at the bottom) saying that OpenVPN now supports encrypted and obfuscated traffic between you and your VPN host.