A fantastic tutorial to setup a VPN connection between your Mac and an Amazon EC2 instance. It’s not free, but it’s cheap and besides you Amazon is theoretically the only one that could snoop on you (well probably the NSA too). I like this a lot better than services like Cloak for my Mac — the tutorial even includes a method for making the VPN automatically active when you are not on a secure wireless network.

It’s fantastic — takes a bit to setup though.