Alternatively, just use Algo. [1] It's a self-hosted, hardened IPSEC VPN that automates setup on multiple cloud providers.
For anybody who wants steps on setting it up with an unsupported provider, I wrote a blog post on exactly that recently: http://modulolotus.net/posts/2016-03-28-setting-up-algo/. I used Vultr, but it should help for any Ubuntu-based server.
One minor issue I experienced: I have not had a good experience using Digital Ocean for VPNs. I tried manually setting up OpenVPN on it a while ago and got really bad upload speed (admittedly, I could have misconfigured it). With Algo, the speed seemed okay, but I would frequently "disconnect" every hour or two. According to Windows, I was still connected to the VPN, but my traffic wasn't getting out; I'd have to manually reconnect to get Internet access again.
I set up Algo on Azure a month ago and have had no problems at all. I'd highly recommend Algo if you're looking for ISP/untrusted network protection and pseudo-anonymization (3rd parties just seeing a cloud IP rather than your home IP).