 My rule of thumb is to use a VPN if you want the most protection for what you're browsing. If you just want to not deal with any company knowing where you're going, what you're looking at, what you're doing, a VPN could be a good way to do that. Now, you have to also understand the quality of the VPN. There are many, many different VPNs out there. You typically want one that's a no-log VPN.