There are several different VPN protocols, not all of which are used by all of the VPN services we reviewed. Most operating systems have built-in support for at least one of these protocols, which means you can use that protocol – and a willing VPN service – without client software. The full-fledged VPN services have online instructions for how to do this, as well as how to set up routers to connect directly to the services.
OpenVPN: OpenVPN is very secure, open-source and widely used. Most VPN services support it, but except for Chrome OS and Linux, few operating systems do. This protocol can be used in either TCP (web) or UDP (streaming) mode; the latter is sloppier but faster. You'll need either the VPN service's client software or one of the many free alternatives. Either way, you'll still need to pay for the VPN service.
L2TP/IPsec (Layer 2 Tunneling Protocol with Internet Protocol Security): L2TP is not secure itself, so it's generally paired with the IPsec secure-networking standard. The combination of the two was once thought to be very secure when properly implemented, but some VPN services suggest that you use OpenVPN instead. L2TP/IPsec has native support in Windows, OS X/macOS, Android, Chrome OS and iOS. Most VPN services support it.
IKEv2 (Internet Key Exchange version 2, generally with IPsec): This is a new-ish standard that is very secure when properly implemented. It has native support in Windows, iOS and recent versions of OS X/macOS.
SSTP (Secure Socket Tunneling Protocol): SSTP is a Microsoft protocol with native support on Windows Vista and later versions. It's thought to be quite secure, but only Microsoft knows for sure.
PPTP (Point-to-Point Tunneling Protocol): This standard is largely obsolete, with many known security flaws, but it's fast. It has native support built into Windows, Android and older versions of Mac OS X and iOS; Apple dropped support with macOS Sierra and iOS 10. Use PPTP only for streaming content, as it won't protect your data.
WireGuard: The newest of these protocols, WireGuard combines reportedly excellent security with great speeds. Developed from the ground up, it uses far less code than its predecessors, meaning a better, simpler user experience. However, it's not yet supported by many VPN services, although as it gains traction more and more are beginning to implement it. Some, like Mozilla VPN, solely use WireGuard.