I guess it can be only gulf countries and i'm in one of them right now (most restricted country, hehe). Please take a note, that they are tracking VPN activity, and some countries who block VoIP, can block your VPN too, if they suspect you use it for VoIP. I recommend PCI compliant VPN, to PCI certified hosting, if you want to do banking. E.g. if you want to go serious way, find collocation (PCI compliant!), let's say 1/4 of rack, put there VPN router (also, again,compliant), and your side too.
Note, that some services like Netflix, PS3 videos wont work for IP's from hosting, because some people from other countries use this way to get US address, and services are blocking all hosting IP ranges, so you have to test it first.
Sure you can go cheaper way, it won't be compliant, but still very secure. Let me know if you need more information.