I'll back Michaellk AND Peeyush:
I've been using OpenVPN for a few months now. I built a cheap OpenVPN server box with an old Cyrix 233/64MB box and Slackware 10.0. I'm running OpenVPN client on a company Dell laptop with XP Pro Sp1. I'm currently connected to my VPN server in the 'States from my hotel room in London.
One of the features I found most usefull with Open VPN is it traverses NAT routers (you don't need to opt for the more expensive public IP when ordering Internet access for your hotel room. If your particular hotel doesn't offer public IP, then you're still OK.)