Deciding on a VPN is really a matter of trust, hence setting up your own is probably the safest, but also the most involved. Even a home-grown VPN has problems, for example it won't allow you to get around region restrictions (watching Hulu from outside the US if you don't live in the US or have access to a server in the US), or there is a problem reaching the machine you used to setup your own VPN.
Reviews are often tricky, unless you already trust the site or reviewer. I found that many review sites simply rehash reviews other's did, add a picture and done. Many VPN provider's websites are misleading and dazzle you with things that make little difference. One thing I like to do is to contact their support and see how fast I get a response and how good the response is.
I have tested a bunch of logging and non-logging VPNs, so feel free to get in touch!