Other than PPTP and L2TP, OpenVPN is another protocol used by most VPN companies to connect to the VPN servers. OpenVPN is an open source program that uses the OpenSSL library to provide encryption and it is extremely secure if compared to PPTP. However you will need to install the OpenVPN software in order to connect to a VPN that uses the OpenVPN protocol. During installation of OpenVPN software, the installer will prompt the user to install some drivers which may cause some users to panic. OpenVPN will have to first install a virtual network driver called TAP-Win32/64 or else it will also fail to connect to OpenVPN servers.
If you are always on the move and would only want to use OpenVPN rather than PPTP or L2TP because of secure encryption, then you can use OpenVPN Portable which simplifies the whole process of downloading, installing and configuring the OpenVPN.