SoftEther VPN ("SoftEther" means "Software Ethernet") is an open-source cross-platform multi-protocol VPN program, created as an academic project in the University of Tsukuba.
Its protocol is very fast and it can be used in very restricted environments, as it's able to transfer packets over DNS and ICMP.
The server includes a free Dynamic DNS service, which can be used to access the server even if the public IP address changes.
A NAT-Traversal function is also available, very useful in case the required ports cannot be opened on the firewall.
The supported third party protocols are OpenVPN, L2TP/IPSec and SSTP.