For instance, when using untrusted WiFi networks I'll connect to my VPS VPN hosted in the US or my UK RasPI VPN.
But when I want to circumvent a geo-block to watch some sports on Al Jazeera Sport (now BeIn Sport), I don't want all of my traffic going through the public VPN provider in Saudia Arabia. I don't really trust public VPN providers.
Normally I'd run a dedicated local VM which I'd connect to a public VM just to watch geo-blocked streaming media.
Proxies, though. Per-application proxies. Or even better - per tab/window/browser profile proxies. This would solve my problem more elegantly.