VPNs could suffer from the same problem as ISPs - how can we be sure they are not selling customer data? The recent privacy rule changes for USA ISPs has me a

VPNs could suffer from the same problem as ISPs - how can we be sure they are not selling customer data? The recent privacy rule changes for USA ISPs has me a bit worried. Enough so that I'm shopping around for a low cost, low power consumption, dual-NIC Linux box for making my own firewall. For the VPN, there are a lot of providers, and switching among them is much easier than switching ISPs. I could also rent a small instance to run my own.