1. Security. I don't trust this network at all, such as unsecured wifi in coffeeshop.
2. Access. This network has draconian restrictions I need to get around, such as corporate proxy servers or country firewalls.
3. Privacy. It's none of this network's business what I'm doing.
4. Legal. I don't want to get in trouble here. Especially when traveling where I don't know the laws, but increasingly in my own country. Hell, the courts in NL haven't figured out if TPB is legal, how should I know?
VPN can solve many of these problems most of the time... but always using a VPN means that I have a single point of failure for all four of these.