There's been a lot of talk lately on the #infoseclabs channel about how to safely browse and interact with the lab.infoseclabs.net labs. I've gathered and modified a few scripts that will turn any Ubuntu VPS ( EC2, OVH, DigitalOcean) into a OpenVPN Server that will route all of your traffic through it, as well as configure SSH to allow Dynamic and Remote proxying from the VPS.
The script to configure the server:
A wrapper script to easily setup reverse SSH tunnels: