The Use of a VPN?

Hi Guys.

Firstly my apologies if this post is in the wrong place as ive sat here and looked everywhere for a thread that has some sort of relevance but couldnt find one.

My question is: Are you guys connecting to the Net with your Kodi devices via a VPN? Ive noticed aload of twitter posts and advertisments if you like on some Kdoi sites that are going on and on about using a VPN to connect. Personally ive never used one so i suppose most importantly my question to you guys is, should i be using a VPN and if so which one as they all claim to be the latest and greatest?

kind regards

Rich