Personally I try to be picky, but I still don’t turn it into a science project. I usually filter out anything with a ridiculous amount of permissions, then skim a few recent reviews to see if people complain about speed or random disconnects. For Android I ended up using https://play.google.com/store/apps/details?id=org.toggle.vpn just because it looked simple and didn’t nag me with registrations or weird pop-ups. It’s kind of “good enough” for casual use: one tap, it connects, and I can forget about it while I’m checking stuff on public Wi-Fi or hopping over small region blocks.