Arduino as VPN client some time is only solution to get job done, say Arduino behind the firewall.
I agree Arduino lack resource of hardware to support vpn, and if not all at least most of tcp/ip Arduino shield ( ethernet, wifi...) lack of software support for vpn.
However there are still few solution:
- The router which support openwrt and with usb port, here router become ehternet (100Mb/1Gb) or wifi shield, then load openvpn. ready to go. ( cost $20+)
- Pogoplug install archlinux ARM , It has 1Gb ehternet port if use it as ethernet shield, add usb wifi stick for wifi shield, then install openvpn ( cost $18+)
- Raspberry Pi install debian, It has 100Mb ehternet port if use it as ethernet shield, add usb wifi stick for wifi shield, then install openvpn ( cost $35+)
There are long list ARM base board, we could use, but I only list common one here.