PPTP is the easiest option you have, but you need to have a fully virtualised server for that (XEN, or VMware). Else your left with OpenVPN which can be very annoying to configure. If your alone you'd want to use the simplest setup: password. If you want multiple client you must use certificates which can be hard to setup.

Google a bit, there are some nice guides out there, but they all very by OS...