If a particular website is blocked in your country or (for technical reasons) is not available through your internet service provider, a web proxy server can help provide temporary (even slow and insecure) access to that website.
When should I use the VPN Service?
If you are looking for reliable online anonymity and security, using a VPN is the best method. This reliability comes at a cost, often the preferred method is to pay money rather than other unpleasant ways.
When should I use Tor?
To achieve extra security (close to dial-up speeds), Tor can be used with a VPN to offer a layer of privacy and anonymity required for operations such as using or publishing sensitive content.
I believe the primary objective of most vpn's is to hide or obfuscate your identity/ip address
I do not believe they provide any 'security' as such
In theory at least the free vpn's would need a source of income......they cannot continue without it...they would have a source of revenue from advertising but no other source.....unless they actually sell your information.
I started with a paid vpn some years ago (airvpn) and have been quite comfortable with that.
That means that I have not received any threatening letters during that time !
There are members here who obfuscate their info via proxies and whatever else...I donot know a great deal about that so hopefully they will chime in with their opinions as well.