As far as I can see it, the downside for me is security. As shit as they might be, I trust my ISP. It's well known, very reputable and has government contracts, etc. I don't use proxies or anything like that, and while i'm no tech wizard I make sure I use at least 3-4 different antiviruses that don't conflict (NORTONNNNNNNNNNNNN)
Still, anything would be better then what i've got now. As I said, it's very frustrating playing on "quit lag" for Americans and then being laughed at. :u
It's really not a big problem if the VPN service is safe to use and doesn't log your data. If you aren't doing something illegal, it isn't usually a problem.
Cheapest I can find is this: http://pingzapper.com/plans
They are also part of the few with a Privacy Policy section.
Maybe you'll want to ask them more about security risk though they claim to use SSH and SSL (encryption?)
They don't have Mabinogi so you'll have to request for it.