Living in Russia I need USA IP address for my work. VPN provider I used to use offer USA address for $20/month, that is too much. To save my money bought a small Ubuntu VPS and installed a private VPN server. In fact, you are not limited geografically – look aroud to find VPS provider in the area you need and follow this article VPN section instructions.
Step 1: Buy a VPS
First of all find a cheap VPS provider (e.g. Linode, Digital Ocean, etc.). Most of them offer free trial period (usually about a week) so if you need foreign access just for once you can get it for free.