vpn blocking circumvent

I have a dual Xeon processor server at home running Windows Sever 2012 R2 which runs pretty much 24/7 and am just learning about VPN's. Would it be feasible to use that as a home VPN server rather than pay an external service provider monthly for VPN service? If so what are some good tutorials...

So, I am a huge privacy advocate. I refuse to use any network if I can't connect to my VPN. I don't have anything to hide, and I'm not doing anything illegal, but I also don't want to subject myself to identity theft, compromise my financial safety, and being spied on, even if it is...