My recommendation, and the protocol I most often choose to use, is OpenVPN. OpenVPN is a non-proprietary, open-source implementation of a VPN communication layer protocol. It's well-understood, well-regarded, generally quite secure, and robust. In addition, it has the benefit of being able to communicate over port 443, which is the standard port for https communication, which means almost all firewalls will allow OpenVPN traffic -- and most won't even be able to detect that a VPN is being used.
^ Cisco Systems, Inc. (2004). Internetworking Technologies Handbook. Networking Technology Series (4 ed.). Cisco Press. p. 233. ISBN 9781587051197. Retrieved 2013-02-15. [...] VPNs using dedicated circuits, such as Frame Relay [...] are sometimes called trusted VPNs, because customers trust that the network facilities operated by the service providers will not be compromised.
Logging: When you connect to a VPN, you’re trusting the VPN service provider with your data. Your communications may be secure from eavesdropping, but other systems on the same VPN—especially the operator—can log your data if they choose. If this bothers you (e.g., you’re the privacy/security advocate or the downloader), make absolutely sure you know your provider’s logging policies before signing up. This applies to location as well—if your company doesn’t keep logs, it may not matter as much where it’s located. (There’s a popular rumor that US-based VPN providers are required to log, in case the government wants them. This isn’t true, but the government can always request whatever data they have if they do log.) For a good list of VPN providers that don’t log your activities when connected (and many that do), check out this TorrentFreak article.
CyberGhost has been around since 2011 and has come out strongly as a supporter of "civil rights, a free society, and an uncensored Internet culture." We really liked how the company specifically showcases, on their Web site, how folks normally prevented from accessing such important services as Facebook and YouTube can bring those services into their lives via a VPN.