In this context, a VPN is purely a proxy service with an secure connection between your computer and the proxy, but not beyond that. The VPN is adding security on that first part of the connection to your target site, and some additional delays in the overheads of encryption and decryption.
It would be contrary to Yahoo Answers policies to give advice on cheating on sites or actually carrying out illegal acts.
Best to do what, where? There is no real answer without knowing exactly what you need to accomplish with the system. I use my own computer for a VPN thus everything comes through my own system even when I am way far from home.
Paid for services which are Private. Will supply you with high bandwidth speeds so you want notice you're going through another network.
Free public will only supply you with redirection at much slower speeds
Best in what ? Have you tried Google/Yahoo search ?