I've set up OpenVPN on a R.Pi running Raspbian. It creates a tunnel to the UK using the Astrill VPN. The general idea is it can be used as a gateway for any device on my network that wants to appear like it's in the UK, mostly for watching UK TV. I intend for this to be running 24/7. I set it up using these instructions, other than the "VPN Kill Switch" as it broke it, I'll get to that some time.
Is this likely to compromise home network security? The OS only has essential services running by default - I had to enable SSH, and I changed the password. I assume that any packets not requested by the OS or a client on my network gets dropped. Obviously it opens a new way into the network, so there's some risk, but what is that risk?
If someone got onto my network they could potentially see shares from my Windows PC, which contain personal information. The shares have security set up so only specified people can see them, but I have a couple of open shares with generic stuff on them too.