I started using VPN/proxies when I realised what the NSA was doing and when the hunt for file sharers was on. Location: Europe, have lived in multiple countries. So my thinking has been that for VPN location: —  Not the same legislation as you live in. I.e. if you live in France, don't use a VPN in France. —  A country that is not in NATO is better than a country in NATO. —  A country geographically close is better than a country on a different continent for performance reasons. —