If you’re looking to setup a personal VPN server, then OpenVPN is a great option that’s easy to setup and use. Here’s the few steps required to setup a VPN server on Ubuntu 12.04.
sudo wget http://swupdate.openvpn.org/as/openvpn-as-2.0.7-Ubuntu12.amd_64.deb
dpkg -i openvpn-as-2.0.7-Ubuntu12.amd_64.deb
Setup your password:
sudo passwd openvpn
You can then access your server to grab the client, and connect to your VPN.
https://your-server-ip:943 in your browser.