I gave my Apple TV to my parents, and replaced it with a Mac Mini. Great looking little device matched with wireless kb/mouse..
RE: VPN, I use StrongVPN on all my devices, as Charlie said you set it up via iOS VPN configuration not via any 3rd party app, and they work as well as on any other PC/whatever. I often use my VPN on phone when travelling to get my youtube fix.
I only wish Hulu would allow hulu non-plus accounts to use mobile devices, as it used to, or allow non-US credit cards to sign up for Hulu+..and my normal TV needs on mobile devices would be solved 😀