I agree overall, but PIA has may not be the best example, as they have been shown to not keep any data that could be subpoenaed[1]. One nice thing about running your own (if your client machine is on Linux) is being able to use Wireguard[2], which is quite a bit faster than OpenVPN, for example.
Never heard of Wireguard before, but it looks really cool, especially the mosh-like roaming. However, I found this warning on their website.
WireGuard is not yet complete. You should not rely on this code. It has not undergone proper degrees of security auditing and the protocol is still subject to change.
WireGuard is not yet complete. You should not rely on this code. It has not undergone proper degrees of security auditing and the protocol is still subject to change.