Self-hosted OpenVPN server on a cheap VPS in whichever country I want/need it. Simple to setup, full control, and the cost of the VPS is lower than most paid services (and can be used for hosting other stuff too if I want).
My setup is based on docker-openvpn[0] which has quite a detailed readme, along with a Digital Ocean community tutorial[1]. My script basically wraps up some of the config and makes the various commands a bit easier to remember.
[0] https://github.com/kylemanna/docker-openvpn
[1] https://www.digitalocean.com/community/tutorials/how-to-run-...