@landley I just use #Tor and since they all treat @torproject users as #Torrorist|s, that makes things easy...
I've not yet taken a look at Kaizushi's #ExitKit for private #ExitNodes cuz that'll basically be a better option to a #VPN...
Otherwise, I'd consider working to get something like a #pfSense on a #VPS at like Hetzner...