It took me all of 10 minutes to set up.
Otherwise it sounds like you’re saying everybody already knows which one is good and which one is bad -- but if everybody knew, you wouldn’t need to say anything, right?
And thank you for saying this but I have tried. Both on DigitalOcean and on a VPS bought from a deal on LET - didn't do it for me. It was a pain unless I left it literally untouched, un-updated, un-upgraded forever and ever. I know, I know - I must have done something wrong or I need more patience or both. But sadly it didn't cut it for me. It made it hate the entire thing.
Other self-hosted option could be one of those sites where you can use one service and pay for it like pikapods or so but then if I am doing that then why not just use a VPN because anyway I would have to sign up for different services and then pay for it too while not having the control a droplet or vps will offer (talked about above)
The static IP address, recorded by every site you visit, is directly linked back to you personally, and only you.
Performance is better due to the in-kernel drivers, UDP design and crypto choices. If you're simply looking for the fastest option wireguard is it.
Openvpn's protocol is somewhat more janky than wireguard. It looks tls-like but then does its own transport thing. It has a lot of flexible options and ciphersuite choices meaning you could very well pick something less than ideal. The complexity of the code makes an undiscovered bug slightly more likely.
The downside of wireguard, mitigated by some VPN providers, is that it is UDP-only. You may find environments where you cannot tunnel out this way, even if you try to impersonate QUIC by running the remote port on 443. Mullvad has a udp-to-tcp proxy as part of their client and server to work around this.