As an owner of a VPN company, I tend not to agree. Of course, some VPN providers claim not to keep logs when in fact they do, however many do not. As for creating your own VPN, in my opinion, this is not more secure, you're most likely going to rent a VPS to create the VPN, how are you going to connect to the VPS to set up the VPN, connect to the VPN etc. You are leaving a far larger trail in the server logs, not to mention actually paying for the VPS, most VPS providers will ask you for ID verification these days. Unless you have vast sysadmin skills, and know-how to hide your tracks on the server, you're leaving a far bigger trace than if you just rent a VPN.
While it's true not all VPN's offer security, many do.