If you're looking for anonymity as well I would recommend you take a look at Mullvad [0] who offer a great service with full Wireguard support [1].
I've ran Wireguard on a $5 DO Droplet for a while, but decided to support Mullvad instead and get the benefit of their infrastructure for the same monthly price.
Not a plug or anything I just genuinely am impressed by the performance and ease of use. For transparency's sake, AzireVPN is their primary competitor in the Wireguard space.
[0] https://mullvad.net [1] https://mullvad.net/en/download/wireguard-config
However configuration to make forwarding of all packets and thus making it usable as a full VPN requires a few extra steps on the server:
* net.ipv4.ip_forward = 1
* net.ipv4.conf.all.proxy_ARP = 1
And on the client, especially if you're using wg-quick: * AllowedIPs = 0.0.0.0/0
But it shouldn't take that long. I got it working in tens of minutes. PostUp = iptables -A FORWARD -i wg0 -j ACCEPT; iptables -A FORWARD -o wg0 -j ACCEPT; iptables -t nat -A POSTROUTING -o enp2s0 -j MASQUERADE
PostDown = iptables -D FORWARD -i wg0 -j ACCEPT; iptables -D FORWARD -o wg0 -j ACCEPT; iptables -t nat -D POSTROUTING -o enp2s0 -j MASQUERADEFor SOCKS, that would be a SOCKS server (not sshd). (ssh <-> sshd happens to have an option to spawn a limited SOCKS server, but it is not the only SOCKS server in existence.)