Like many things, it all depends (on the VPN). The most secure, IMHO, is a hardware device, Fortinet or such. I have no experience with Fortinet, we use Meraki and Sonicwall routers, with static public IP addresses to accommodate same.
I suppose you could use something like TeamViewer (there are several choices) into a computer on the same LAN and access that way. I have not used same. There are also cheaper routers/firewalls that support openvpn,
IMO: Like many things, strong security isn't cheap, cheap security isn't strong.