Should you use a VPN when Gaming?

If doing cloud gaming in unsupported regions of the world, sometimes VPNs are about the only option.

I live in Nicaragua, don't game a whole lot, but did subscribe to XBox Cloud Gaming to see what it's like, and while it's not supported here, I can connect to it as long as something is proxying it from a supported region.

Previously I was using my own OpenVPN instances that I set up on some servers that I manage in the U.S. and the results have been okay.

Subscribed to ExpressVPN the other day to try it out, and the latency seems much improved, though there are periods of stutter that seem more pronounced than my own network.