I use DigitalOcean as my VPN provider and make my connections to there over IPSEC. I did not set the server up myself alone, but used the Algo VPN [1] script to do it for me. With this setup, I have two things to be concerned about:
1- I did not audit the script myself, and they may have injected various malware to the VPN server it spun up during the setup. I am not concerned enough to not trust them, but I could just read the script thoroughly to eliminate the necessity for trust.
2- DigitalOcean has the access to hardware, so it might be doing whatever while I am not looking, and I just never look. Similarly, I could monitor the activity on the server to assume some control.
1- I did not audit the script myself, and they may have injected various malware to the VPN server it spun up during the setup. I am not concerned enough to not trust them, but I could just read the script thoroughly to eliminate the necessity for trust.
2- DigitalOcean has the access to hardware, so it might be doing whatever while I am not looking, and I just never look. Similarly, I could monitor the activity on the server to assume some control.
I chose DO for being the cheapest ($5/month).
[1] https://github.com/trailofbits/algo