It's always interesting to see privacy sensitive folks advocating for the use of VPN services. These services hide your traffic from your ISP, and maybe your government if you're worried about that, but they also send it all in the clear to some often-shady-seeming company in a foreign country, whose customers are also often shady, or have 'something to hide'. To me that makes them both juicy targets for black hats / intelligence entities, as well as potentially a 'cure worse than the disease' if that company itself decides to leverage the information they have access to (legally or not). I wouldn't be surprised at all if the next Snowden Papers revealed the NSA using these services as 'honeypots'. You'll also frequently get flagged as suspicious when using various services through such a VPN, which is annoying. I think you really need to make an informed decision about this for your own situation, because which is better is going to heavily depend on who you trust (or not) and your own situation. It is absolutely not a panacea.
It does obscure the most trivial way of identifying you for data collection, but what these companies are actually doing to link the data they collect with 'you' is far more sophisticated. Not that it matters much, since most people give up this information 'willingly' by logging in. If you're logging into accounts, using a VPN service thinking it will protect your privacy just seems like a step backwards.
Among the options, I think CloudFlare's Warp is among the better for privacy; it has a pretty strong privacy policy, isn't their primary revenue (or traffic) source, and I think CloudFlare has established itself as a trustworthy company, relative to those VPN services advertising with YouTube creator embeds (ironically...). Operating such a thing yourself, on devices you control, is a different story too of course, but you give up some of the privacy benefits by not mixing your traffic with a bunch of others.
As far as legality, I can see such services whose intended purpose is to obscure identity / geographic location running into legislative difficulties, they do pose some legitimate issues. But crypto is far too pervasive and useful to 'ban' in any wide manner, and there will likely always be foreign jurisdictions that don't ban such services, who you can buy service from by jumping through some hoops. It'd also be a case of legal whack-a-mole, like we have seen with things like The Pirate Bay, and the underground stuff will always find a way to exist. Of course you will always be able operate such a thing yourself, with slightly more effort and slightly less anonymity by purchasing a VM, which is another thing that is not feasible to ban outright.