Think of sshuttle as a "poor man's VPN". You start sudo sshuttle -r 1.2.3.4 0/0 and when you surf to http://ipchicken.com you're IP is 1.2.3.4, as if you were on a VPN. But sshuttle takes a whole different approach via python. If it works, it is great to use with a rental VPS or sth. like that. It may not work on all Linux versions, but if it does, it is less hassle to run and set up than "softether VPN".