Free VPN Servers - USA, Canada and European Servers

It's a well known fact that using the internet exposes personal information regarding things such as: Your browsing habits, sensitive information and more. We can try and avoid circumstances such as these by using private sessions (private/incognito mode) in browsers like Firefox and Google Chrome. However, this isn't typically enough. So, how can we protect ourselves and our personal information?

Proxies
Use of proxies and anonymous proxies have been around since the birth of the internet. It is a means where we can establish a connection to our target (I.e. Google.com) using another computer or server. We are exposed to the target as the proxy server, thus protecting our true identity (Sometimes your IP is passed in a request header, so it's good to check this first)!
However, proxy lists are very well used by spammers, scammers, auto-emailers, auto-forum posters these days and you'll find that some websites have blacklisted these IP addresses. More importantly, the proxy server may purely exist as a honeypot. Proxy servers should generally never be trusted with sensitive information (Passwords, bank details etc.) unless it's administrator is known to you.

Virtual Private Network (VPN)
Moving on to VPN services... A VPN is a private network, typically operated by a company or business. Like a proxy server, your target (I.e. Google.com) identifies you as a user of the VPN and your IP address you expose to your target will reflect this. A VPN is a fancy way of saying "A group of computers which can hook up to a large public group of computers, such as the internet".

Websites such as HideMyAss.com offer a VPN service for a monthly charge (Around $10). See a cost and service comparison chart here.

Free VPN services exist, but similar to proxy servers, these free VPN services can exist as a honeypot. A good way of inspecting free VPN solutions (and proxy servers for that matter) is to find trusting users who have reviewed them. As a trusting user, I can offer a recommendation for a free VPN service called VPNBook.

Download Links
Download VPNBook Servers
Download OpenVPN Client (For connecting to VPNBook Servers)
Independent VPNBook Review