You shouldn't use a VPN for a secure connection, at least I wouldn't. Mostly I use VPNs to bypass firewalls and whatnot when I'm trying to do something that my network administrator doesn't necessarily want me to do.
ORIGINAL: shakes268
I just prefer RPC over HTTP with Exchange connections. VPN is nice for a LAN - LAN connection over WAN but for security I usually like to resort to using IPSEC policies internally for things like proxies, web servers and database servers.