2. Install tinyproxy (apt-get install tinyproxy)
3. Configure it to bind to the vps public ip, set a high port, limit access to your home/work ip address or range(s)
4. Set your browser proxy to vps.ip.add.res:12345
The above is simple and effective, only downside anyone else on your ip or range you specified can use that proxy too (if they find out the ip:port and if they done steps 3 and 4 above). You can switch off the vps when not using it (saving you money)
Basically having a http proxy (im not talking about web proxies but forward and reverse ones such as tinyproxy & haproxy) has its uses for example if you have a robot scraping via multiple addresses (to bypass limits for example or scrape different content dependant on location)
and well they are simpler to setup and use that vpns both on client on and server end
a vpn is fine in most cases but there are usecases where a quick and dirty http proxy helps save alot of headaches.
If you have ssh access, you can set up a proxy on the remote server, and use ssh dynamic port forwarding (-D) to forward the proxy connections on your local machine.
Using this trick you can safely use any ssh capable machine as a proxy. It works like a charm.
If are worried about privacy you should be using bitcoin (and know how to use this anonymously, which i am not going to go into), You could then buy a vps with bitcoin quite anonymously with likes of chunkhost.com or bithost.io (reselling digitalocean for btc)
https://www.linode.com/docs/networking/ssh/setting-up-an-ssh...
see my post above in this thread about setting up tinyproxy
can also use haproxy if its only one specific site you are scraping