If it's a linux/unix flavor (or windows if you install OpenSSH) you can tunnel like mointernet said above using ssh tunnels like a Socks5 proxy, though with most setups you do not need root to establish a tunnel (at least all my Debian boxes didn't and it's been a while but I think the FreeBSD box didn't either). Either way if you get a VPS that doesn't have root you're paying for an over-glorified shell account. MyEnTunnel is a great app for windows to automate the connections especially if you want one dynamic tunnel for Socks5 and then a tunnel for MySQL or something. If you need any help send me a message.