I've been using DO for my VPN needs and it's been a very good experience.
You can start a 5$ Ubuntu droplet, which is more than enough to host OpenVPN, and then configure your VPN manually. Check here :
I just tried that but on my VPS the 'tun' device was not enabled and the automagic script died. Seems that is not easy to fix on a VPS depending on your provider. Thanks for the tip though.