How to build your own VPN if you’re (rightfully) wary of commercial options

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This is something I have been looking into and saving up to do.

There is criticism/caution that compared to a hired VPN service, rolling your own leaves only one obvious exit node. Would it be possible/helpful to hire a few cheap servers in different areas and use them as alternate exit nodes? I should probably dig out my seldom-used Ars login and ask over there where the action is.

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