Mac OS X has a great VPN server built into it. If you use the Server version, it provides a nice GUI to setting it up. Unfortunately, regular OS X doesn’t have that GUI. This is where iVPN comes is quite useful.
If you want to take advantage of the security that a VPN offers, iVPN makes it quite easy to setup a VPN. “All you have to do to set it up is to enter the user name and password that you want your VPN clients to use, the IP address range you want to give to your clients and then click start server. iVPN will handle all the other settings and start the VPN server.” Of course, this is especially useful if you have a Mac server that is always on and available at a static address.
iVPN is £14.99 and is available here.