I have checked several articles about Raspberry Pi as a VPN, I think this one describes all its functions the best. As far as I can see, it has three main advantages: First, it requires relatively little power for long-term operation as a server (mentioned in the article). Secondly, it is a safe option and lastly, it is cost-effective. Of course, it depends on the throughput, as it has been mentioned in the previous posts. Anyway, I hope it will help you to choose the right option.
If you decide to set up Rasberry Pi, there are setup instructions in the article.