I have'n used VPN but i have built & sold many proxy servers. They keep logs indeed but only if you get one who keeps... On SourceForge is a project called Mocks and is currently version 0.0.2
Download link
http://downloads.sourceforge.net/pro...s-0.0.2.tar.gz
You can configure it easy.
Code:
PORT 			= 10080       # Port MOCKS is to listen to
MOCKS_ADDR              = 0.0.0.0     # IP adress MOCKS is to bind to
LOG_FILE 		= mocks.log   # MOCKS log file  (Guess you can remove that)
PID_FILE 		= mocks.pid   # File holding MOCKS's process ID
BUFFER_SIZE 		= 65536       # Traffic buffer size in bytes
BACKLOG     		= 5           # Backlog for listen()
NEGOTIATION_TIMEOUT 	= 5           
CONNECTION_IDLE_TIMEOUT = 300
BIND_TIMEOUT		= 30
SHUTDOWN_TIMEOUT	= 3
MAX_CONNECTIONS	        = 50  (This is the max number of connections YOU CAN MAKE)
Then on Linux/FreeBSD/SunOS just use ./build and you will have your own socks5 server configured.
To start it just

Code:
./mocks start - start socks server 
./mocks shutdown - to stop it
./mocks help - to see some things i just write in here :)
I think that there is a -f argument to force socks server to start.