VPN works for privacy. Your internet provider won't see your traffic (there's a hell of information you can get from just observing DNS requests and in some countries, the ISP are obligated to keep those records for months or even years). You could use it over TOR to (try to) gain anonymity (under certain circumstances).
It's always important to check how much data the VPN provider actually logs and under which jurisdiction operates. If it's unclear, it means they do keep logs. Even if they are adamant about how they do not do that - it's better to assume they do (but maybe it's just me).
Apart from that, it's good to force https connection whenever it's possible (the data that goes from your computer to the server will be encrypted). There are plugins for that. Little things like that will help a lot.
I have always used the free versions of anti-virus, malware and spyware programs.
These programs do not stop all threats, but they are certainly better than nothing.
I would like to know if running a VPN (Virtual Private Network) provides greater protection against threats.
A virtual private network (VPN) is a technology that creates a safe and encrypted connection over a less secure network, such as the internet. VPN technology was developed as a way to allow remote users and branch offices to securely access corporate applications and other resources. To ensure safety, data travels through secure tunnels and VPN users must use authentication methods -- including passwords, tokens and other unique identification methods -- to gain access to the VPN.