When comparing Roll your own VPN vs Anonymizer, the Slant community recommends Anonymizer for most people. In the question“What is the best VPN provider? ” Anonymizer is ranked 32nd while Roll your own VPN is ranked 75th. The most important reason people chose Anonymizer is:
Ranked in these QuestionsQuestion Ranking
Pros
Pro Single IP
Quite often with VPN services you get a shared IP, here you get one all to yourself. This means you are far less likely to be blocked.
Pro Cheap
Depending on your use case, a cheap unmetered VPS can cost very little.
Pro You control everything
"Is there logging?" "Do I get my own IP?" So many questions, easily answered by running your own service!
Pro Basically no logs are kept
Pro No traffic or protocol restricitions
You can use any and all protocols at your disposal, no traffic is restricted.
Cons
Con One location only
Unless you set up multiple boxes, you have to think about where you are getting your server. The advantage of many VPN services is that you can pick your location to get around geo-blocks.
Con Tougher to set up
OpenVPN in particular is not exactly trivial to set up.