I've seen "infosec professionals" say they don't trust themselves to secure their own VPN server. It blows my mind...if you can't do that, why are you even in this business? How do you even use a personal computer?
When you use a VPN service, though, you really don’t have any real insight into what’s going on on their servers. Run your own and you can be sure you’re running the most recent, audited version of OpenVPN on an updated operating system.
My main point up there was just that I'm always kind of surprised and honestly have trouble believing it when I hear someone whose career is in network security say they don't trust themselves to secure a VPN server. If a person can tout creds securing an entire organization, a little ephemeral Linux instance that you can blow away and rebuild at will should be cake.