Agreed. I wouldn’t advise just installing the first VPN one comes across. There are only a few I trust. The past year I’ve been using VyprVPN by Golden Frog both because they’re up front about what they will and won’t log and how long they retain it, they’re based in Switzerland which has relatively strong privacy laws, and they’re active in lobbying against authoritarian spying.
That said, no service is without drawbacks. Here is a more critical review of their service…
Everyone VPN shopping should read reviews just as they would when buying physical goods on Amazon, and VPN lab is a good place to start.
I personally discourage using free VPNs unless one has no other options, as they tend to be less accountable.
Another option is using Tor, which has its own pros and cons…
Ultimately, I recommend using something to mask you traffic even if you live in a comparatively less authoritarian country, because ISPs are simply not trustworthy.