If you have an iMac or Mac Mini at home with broadband internet, I would highly recommend iVPN.
You can use Mac OS X's native VPN client to securely connect to a VPN connection you set up a home. Your home Mac becomes a VPN server and all internet traffic from your MacBook Air or iPhone will be encrypted and protected for you and any family/friends you want to connect through your home ISP.
Mac OS X natively has a VPN server, but there's no GUI for it unless you have Mac OS X Server. iVPN adds that GUI and lets you easily configure it. After that, all you have to do is enable port forwarding to your home Mac (simple instructions on their website).
I'm sure you trust your own internet connection at home. And if don't want to pay for a monthly fee or go to a third-party service, this is the best way to go.
http://macserve.org.uk/projects/ivpn/
I bought this and I'm inside my home network on my iPhone 4 and my MacBook Air with no additional software or app to install.
Hope that helps.