If you don't trust your VPN providers, see my suggestions in this article, you can run a VPN inside another VPN (http://greycoder.com/using-a-vpn-inside-a-virtual-machine-fo...)

good question, I think this is one of those fundamental bootstrapping issues where you just have to reason it out and pull the trigger... if it's located in a country where you're not a resident, then things get weird with legal issues.