VPNs aren't as much of a pain as you might think. I like Cloak on OS X and iOS (https://www.getcloak.com/). Or some home routers even come with VPN servers built in.

Short of a VPN, HTTPS Everywhere (https://www.eff.org/https-everywhere) and maybe something like Little Snitch (http://www.obdev.at/products/littlesnitch/index.html) so you can tell when non-browsers are attempting to connect to non-HTTPS sites.