wget https://git.io/vpn -O vpn.sh
* inspect the file manually for malware etc.*
sudo bash ./vpn.sh
You enter your IP, port, protocol, client name and it generates a .ovpn file that you import into any client and it just works.
If you need to revoke a client or add another one, re-run the script and it will ask you what to do. It can also uninstall itself safely.
I still haven't managed to setup WireGuard.
OpenVPN gets about 40 Mbps for me on the Pi, but my upload is less, so I don't need more. On a VPS, it gets about 90 Mbps.