Setup whichever VPN service you use as a PPTP VPN under Settings > Network. Everything, all apps, will route their traffic through the VPN. I haven’t ever tried any apps that act as a VPN, but I would expect those to not work as well, if they exist. I’ve tried a few different VPNs on iPad, no problem. One cool thing is if you have an Apple TV and an iPad you can stream from the iPad to the Apple TV. Great for watching movies, TED presentations, etc.