OpenVPN

Installing OpenVPN server:

sudo apt-get install openvpn
cd /etc/openvpn
sudo cp -r /usr/share/doc/openvpn/examples/easy-rsa/2.0 ./easy-rsa
cd easy-rsa
sudo su
source vars
./clean-all
./build-ca OpenVPN
./build-key-server server
./build-key client1
./build-dh
exit

Edit /etc/sysctl.conf and uncomment:

net.ipv4.ip_forward = 1

Execute:

sudo /etc/init.d/openvpn restart

Setup iptables rules:

sudo iptables -t nat -A POSTROUTING -s 10.0.0.0/8 ! -d 10.0.0.0/8 -o eth0 -j MASQUERADE

[ Source: http://n0where.net/openvpn-raspberry-pi/ ]