This looks like a great way to get started with EC2, VPN or no. I've been thinking about it, but one thing still puzzles me. You choose an AMI, but does Amazon effectively create an EBS instance for you and populate it with a copy of the AMI?
I don't see any mention of an EBS instance being created, so I'm not quite sure how you can write to the filesystem at all. I'm sure I'm missing something here, but I'm not quite sure what. Thoughts?