Does not really matter, since majority of solutions will work on all flavors. I can speculate that most of tutorials will by on Ubuntu.

But you can look here for basically on-liner: https://news.ycombinator.com/item?id=7586775 Also there is "full" solutions https://www.digitalocean.com/community/tutorials/how-to-inst...

Just for web browsing or even a lightweight VPN-like experience I'd go with an SSH tunnel and the socks5 built into openssh. Much more flexible. Actually in countries (PRC et al) that do DPI it could be the only thing that reliably works.