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sudo apt-get install network-manager-vpnc network-manager-pptp network-manager-openvpn # for cisco vpn, microsoft or openvpn

Configure from the panel. I use ThreatSpike labs. Too easy.

https://help.ubuntu.com/lts/serverguide/openvpn.html works all the time... but im on a shitty connection so openvpn itself is not a bottleneck.

Use this script:

for vpn server, there is the streisand project, it includes dead-easy HOWTOs for each connection method.

Try Pritunl - simple as "next next done".