With OpenVPN it easy to deploy a free VPN server and connect to it with nice client for just about any device.
Notice the differens between OpenVPN that is free and OpenVPN Access Server that is the same thing but wrapped in a nice GUI. The Access Server is a paid product. OpenVPN it self is free but requires a little CLI commands. But it’s still very simple.
One day I might write a guide – but for now this is just a tip. Google it 😉