Have you ever connected to a network that wasn't yours?
Yes and whenever I do connect (to an untrusted network that isn't mine) from my laptop or from my Android-based Samsung Galaxy S5, I use the latest stable OpenVPN client to connect to a VPN server on my Rasberry Pi at home.
Is...is this real? Not some wayward story from The Onion?
If you are old enough, perhaps you will remember Nancy Reagan...