Some VPNs promise anonymous browsing for free, some with additional fees, all while claiming not to share data. But this is not always the case, according to one of the first major academic reviews of VPN providers. Researchers from across the globe tested nearly 300 free VPN apps on Google Play and found that those services don't always deliver on their promises.

"If you're not careful with choosing your VPN service provider, the medicine might be worse than the illness," says Nick Feamster, a computer science professor at Princeton University. He says tens of millions of people have downloaded VPNs — and many don't realize they're not as secure as they claim. What researchers found in their academic review was that nearly 40 percent of the VPN's injected malware or malvertising on user's hardware. And nearly 20 percent of the apps didn't even encrypt a user's traffic.

In one example of this, the Center for Democracy & Technology filed a complaint with the Federal Trade Commission this month alleging the VPN Hotspot Shield collects data and intercepts traffic. If true, that would be a direct violation of claims by the company's policy to "never log or store user data." When choosing a VPN, safety comparison charts such as this one comparing 183 VPN's can be helpful. Note: you must sort the columns to place VPN's with green boxes (the best) towards the top and the middle and worst columns (yellow and red) towards the bottom. The most important columns appear to be PRIVACY Jurisdiction, PRIVACY Logging, and TECHNICAL Security. You must sort each column separately - which is slightly annoying.

It's been said that the "safest" option currently available is to set up your own VPN server and connect only to that. For anyone willing to perform their own setup, Ars Technica has provided this guide on how to do so.