The problem with that is that while OpenVPN works and is relatively straightforward to set up, it's not the best performer in town. I have an OpenVPN endpoint too, and use it in situations that make sense for me.
I don't believe your default route is one of them. Whatever VPN I end up using, I'm probably going to take known sites and send them straight out. I'm not concerned about anyone knowing that I visit Slashdot, Ars Technica, Google, Amazon, Newegg, etc. What I'm concerned about are the other sites - the places I go based on a (https-based, of course) Google search.