No problem, it's a hell of a lot easier (and safer) than trying to run a VPN through one of these things. I'm not saying a VPN is pointless, but think of how many services on your computer connect before you can hit that VPN button.
This is true, but I would actually recommend both, still. Once you know you're on insecure WiFi, it's still better to protect some, even if you can't protect all - sometimes you have no choice.