VPN - More secure Internet access?

Hi all,

With the increasing security problems o the net, I'm keen to find out if a VPN is going to offer better protection?

I'm a mixed user; a lot of cloud based services, spotify, Steam, Xbox movies, and just general email and surfing.

I also use multiple devices, tablet, a couple of laptops, android phone and from multiple hotspots and mobile providers.

Is it more secure than a bog standard connection and can anyone recommend a good VPN for New Zealand users? I've seen Astrill mentioned.

Thanks in advance.