For free VPN softwares, you can use Hotspot Shield, ProXPN, SecurityKiss and some others as mentioned before.
The following will show you another one — Cloak VPN, which offers free VPN services for your Mac, iPhone and iPad.
After sign-up, you can download and install the Cloak VPN softwares, then follow the introductions to use them.
For the Mac software, you can just sign in and connect to it. Besides, you can also enable global hotkey, play sound for notifications, select automatically connection and make some other customization on the "Preferences" window, such as what you can see from the following image:
And for iPhone or iPad software, you need to install its settings first before you can turn on its VPN, and you can also view your account status, as what you can see from the following screenshot:
You can use the Cloak VPN services on both of your OS and iOS devices with up to 1G traffic and 2 hours EVERY month as a free user, and for more traffic and time, you can upgrade to a paid plan, invite your friends to use Cloak VPN, or check out some other free VPN services as mentioned in the beginning of this post.