Let's think about this for a second. Let's say you have a firewall in your home network, and you VPN to some 3rd party outside your network. Your IP is now exposed OUTSIDE YOUR NETWORK with NO FIREWALL to protect you. So if you wrongfully had say sshd running on your box (on mac, it would be simply clicking the "Remote access" checkbox), and let's say you set a simple password for your root account (or did the OS Upgrade that reset the mac root password TO NOTHING), your box would be exposed to the open internet, with no firewall to block port 22 and no password for the root account.
In other words, using a VPN exposes you to an easy hack.
For this reason I always check "netstat -an |egrep tcp.*LISTEN" on my mac to see what ports are listening before using a VPN. Because all those ports are going to be open to the world for hackers.
Something to think about. Don't think VPN's make you more secure. It's actually the opposite.