Well I've never tried the examples listed in Bob's link but have tried 'HotSpot Shield' for few months and 'Ghost' also for few months.
There is no doubt if you don't pay for the service and stick with "Free" you so drop in security and allowable traffic.
Now I have always found some slow down on my browsing when using a VPN. Also, finnicky stuff can occur with your firewall and networking.
I've never paid for a VPN so can't speak to the paid service.
I have since been satisfied with Opendns PR.
Did consider buying and trying the Avast Secure but because I don't see any response to problems from users in the forum, I decided not to pay for something there seems to be 'no support' for