Use the right protocol. If you've been in the VPN space for some time, you'd know that different protocols offer different levels of security.
Stop DNS leaks.
Use a kill switch.
Stop IPv6 leaks.
VPN connections use an encrypted connection also called a tunnel. There are several ways protocols in which such a VPN connection can be set up. These protocols ensure that your data remains safe and cant be read by others.
So if you want the highest encryption level on your L2TP/IPSec connections, ensure that both the server and all clients support 128-bit encryption. The easiest way to do this is to install SP2 or to install the High Encryption Pack if you are running a pre-SP2 machine with 56-bit encryption.
A VPN connection establishes a secure connection between you and the internet. Via the VPN, all your data traffic is routed through an encrypted virtual tunnel. This disguises your IP address when you use the internet, making its location invisible to everyone. A VPN connection is also secure against external attacks.