Just this past week in a cockpit conversation I was advised to obtain VPN services, not to protect my anonymity on any forum, but to prevent identity theft and access to my online transactions, such a banking and bill paying.
The way I understand it is that if you enter an account number and password into your computer in a wireless environment, it's possible for that information to be intercepted. VPN encrypts your entries so that if the data is intercepted it will be useless.
I'm certainly no expert on the subject.