OpenVPN is most secure protocol you can prefer to connect VPN. It is reliable during the session is up and encrypted by AES-256 cipher with SHA512 with provides most secure connection type.
You may want to use this protocol if security is top on your list.
Download OpenVPN Application
Download Tunnelblick and open application to start installtion. Configuration files you will need are located into application folder.
Click 'Open' to proceed with setup
Run Tunnelblick application then you will see the icon on your taskbar. Choose the vpn server and click connect.