VPN software is built in to most devices so I assume you need a server to VPN to Why do you need one?
Hotspot sheild was voted best by PC advisor http://www.pcadvisor.co.uk/features/internet/3497781/best-free-vpn-services-of-2014-in-uk/
When I work at home I do. Cisco Anyconnect I think it is. Provided by employers so don't know much about it. Seems pretty good though.
Nothing, Got an android box and some of the sites are being blocked that i use so looking at using a VPN to get round it
Hotspot Shield is OK for occasional use, not sure how you'd use that on something other than a PC though. If it's something you are using very often though I'd consider paying for one.