About a year ago, I wrote a blog posting about how to setup a PPTP VPN service on a Amazon EC2 node. This is a follow up to that posting which describes how to setup the VPN on an iOS or Android device.
Please note that some carriers might block PPTP traffic. I experienced problems with using the VPN connection via 3G, while connecting through Wifi works for me. On 3G I can connect to the server, but no data is being transferred. On the server I see a lot of messages of the type “Protocol-Reject”. So if your device seems to be connected to the VPN but you get no traffic, it might be blocked by your carrier. You then need to find a Wifi Hotspot to use the VPN.