VPS hosting is better for users, if you have basic knowledge.
Linux VPS: Can be best solution as most software is FREE, nearly all Linux (Ubuntu/CentOS etc.) will be available on VPS.
LAMP/LEMP stack install and then you install Webmin or VirtualMin and you have a Mini-Hosting Platform Ready to go.
Or get a cPanel / DirectAdmin VPS, will cost a little more, but takes the pain away from you.
Windows VPS: Are needed if you use .NET/ASPX or MSSQL DB, they are not as fast, not as secure and the free hosting apps are poor.
For AdSense sites/blogs a Linux will be fine, run WordPress etc.
ALways, ALWAYS read the providers T&C or just upfront ask them on CHAT or e-mail, hey, can I host XXXX on your VPS?
Honesty now will save a lot of trouble later.
I run several BitCoin Servers, with permission of host, they put me on a different node to not affect others.
I also run TOR Exit's, again got special IP with custom rDNS and reporting page.