When choosing between protocols to connect to, consider how you are using your VPN. PPTP is known to be fast over wi-fi; however, it is less secure than L2TP and IPSec. So, if security is important to you, then consider using either L2TP or IPSec. If you are connecting to a VPN for work purposes, then your employer will most likely have a preferred protocol. If you are using a hosted VPN, then ensure that you use a protocol which they support.
VPN services, while tremendously helpful, are not foolproof. There's no magic bullet (or magic armor) when it comes to security. A determined adversary can almost always breach your defenses in one way or another. Using a VPN can't help if you unwisely download ransomware on a visit to the Dark Web, or if you are tricked into giving up your data to a phishing attack.
HotSpot Shield is a product that has had some ups and downs in terms of our editorial coverage. Back in 2016, they picked up some very positive coverage based on founder David Gorodyansky comments about protecting user privacy. Then, in 2017, a privacy group accused the company of spying on user traffic, an accusation the company flatly denies. Finally, just this year, ZDNet uncovered a flaw in the company's software that exposed users. Fortunately, that was fixed immediately.