We built an incredibly easy single click OpenVPN setup tool for DigitalOcean and Rackspace during Sochi: http://www.tinfoilsecurity.com/vpn

Enter API key creds, it makes the box for you, sets it up, and hands you a config you can use for your client of choice. (The script is open source for those of you that don't want to enter creds - we don't store them, and actually remove access whenever we can; for example, we delete our own SSH key from DO because they let us).