I feel pretty double about VPN as a solution for masking my online activities. My reasons for using a VPN break down into these (related) categories:
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.
If my VPN provider is compromised, shady, or coerced to turn over my data, I'm sunk. In that way using various internet connections at home/work/coffeeshop/mobile may be better.