For performance reasons I don't want an always-on VPN; I trust my home wifi, my phone's hotspot, etc. at least as much as I trust any VPN I could use, so I wouldn't get any benefit from it.
I suppose the thing I should actually do is route over an SSH SOCKS tunnel to some server I control, which would work fine.
(A thing I have wanted for a while is a configuration that does this for HTTP and lets HTTPS through normally for performance, which now that I think about it, I can probably just write a proxy PAC file to do ... thanks, I'll see if I can improve my setup.)