I pay $8/mo for a VPS and run OpenVPN [1]. There's a nicely-done OS X client [2], and OpenVPN will run on whatever port/protocol combination you need. You also get the benefit of a shell account on your own little corner of the internet, a lightweight server to toy with and full ssh access to play all sorts of games with ssh port forwarding [3].
3 - http://www.ssh.com/support/documentation/online/ssh/admingui...