My prize is $97 (well, gotta get enough money to get a Jr VIP to play with the big boys now!)
Asking for a write up on a VPS could go on a while, but all I normally do is put a firewall on that closes every port apart from 22 for SSH.
To tunnel through them grab a copy of PuTTy and go command line to create a local port on your PC that connects via SSH to the VPS.
Set your browser / applications to use localhost and whatever port you select in the step above and it will browse out across the SSH tunnel to your VPS and then onto the remote site, meaning the remote end will detect your IP address as that of the VPS.
I am able to set these up for people if needed and keep the VPS updated / secure (my sig block did say this until it was stolen away today!!)