People looking to set up their own VPN server are missing the point. Your run-off-the-mill hoster is not any more trustworthy than a run-off-the-mill VPN provider so you aren't gaining anything security-wise. In fact you are losing (slightly) by having your traffic exiting the tunnel stick out where with a shared IP extra effort (potentially non-trivial) would be required to tell your traffic apart from that of other users. A subscription with a reputable VPN provider costs less or as much as a VPS with a reputable VPS provider, so you aren't gaining anything cost-wise either.

If you do it for the skillz, sure, but otherwise it's completely pointless.

Edit: Just to make it clear, that wasn't directed at the project here, but at some of the comments in this and other VPN-related threads. Another VPN protocol and implementation is always cool. (although Windows users need love too)