Is it a good idea to run my own VPN?

Episode 1474 (55:56)

James from Chicago, IL

James has a router that supports VPNs. What's the benefit of running his own VPN vs. subscribing to a VPN service? Leo says it's largely the peace of mind that he is controlling the security. With a third party VPN service, he won't know what kind of access they have to his traffic.