Lived in the UAE for 2 years and a VPN was mandatory. First use was to get access to sights the Islamists thought were too unpure for me to view, second was security of my finance, and 3rd was so I could bash the government on public forums without getting a knock on the door

. Actually I never did the latter because I always assumed they'd somehow find out and I'd go to jail.
Anyway, to get back on topic, contrary to what was posted earlier a VPN will ALWAYS slow down your connection. Just run a speedtest before and after you connect, there is a significant penalty in both bandwidth and ping when you connect through a VPN. I used Witopia my 1st year there and another company that I no longer recall during my 2nd year, both seemed to get the job done.