i am not a master with VPN,s but for privacy and ease of use i use openVPN which i read is simplest to use but others give either more privacy ( harder to track what you are viewing/downloading ) or faster speed.
open vpn usually has simple settings or a GUI which requires a user name, password and VPN credential certificate ( usually provided separate on the same site ) from the VPN provider.
to answer better what do you want a vpn for? downloads privacy or security?