Anyone can do this, it’s not nearly as complicated to launch and secure as some would have us believe. (https://github.com/jenh/sevenminutevpn)
You do lose anonymity with personal VPN, but it all depends on your use case.
e.g. run this from the command line:
sshuttle -r example.com 0/0 -x example.com --dns
[0] https://github.com/sshuttle/sshuttleWhether it grants you any significant anonymity is debatable, but it works well for evading content filters and tunneling your traffic onto a more trustworthy network.
https://github.com/Jigsaw-Code/outline-client
https://github.com/Jigsaw-Code/outline-server
Shadowsocks is more resistant to censorship from adverse actors (such as the Great Firewall) than OpenVPN.
Outline's user experience is the best I've seen among self-hosted VPN solutions, as it includes apps for both the server and the client. The server app is suitable for use in organizations, and can manage VPN profiles for multiple individuals.
Plus I really enjoyed learning about the in’s and outs of setting it up. I poke around in the VM just for giggles.
I use Algo for the exact reason you mention ("this lan is sketchy") and have been pleased, but I always assumed even if my traffic was mingling, one (possibly secret) court order would out me since I paid with a CC tied to my real name.
And for those who have used various VPN solutions over the years but not Wireguard: it really is pretty magic. It Just Works, with fantastic performance.