You may access a VPN on your iPhone as it supports VPN protocols known as L2TP (Layer 2 Tunneling Protocol) and IPSec (PPTP is no longer available for the latest iOS versions). When you choose a VPN service make sure it allows L2TP/IPSec connections. Also check the provider's site for iPhone setup tutorials.
When you buy iPhone VPN take a look to the server locations, bandwidth offered, protocols available and to the compatibility with your device!
Most of the VPN providers offer the following alternatives when it comes to setup their services on iPhones.
In order to find iPhone VPN providers simply search through the VPN list.