Setting up your own VPN does not solve the traceability problem, unless you happen to find a colo facility that does business in face-to-face cash transactions only.
If you use Linode to set up a VPN, Linode knows your personal and Linode IP, knows when you access their network, and knows your name and billing info. If compelling by warrant they will turn that over to law enforcement.
If you use Linode to set up a VPN, Linode knows your personal and Linode IP, knows when you access their network, and knows your name and billing info. If compelling by warrant they will turn that over to law enforcement.