Hotspot Shield works well enough in Mac OS (also available for Windows). *BUT* (BIG BUT) it also hijacks Google searches and redirects them to a different search provider. It only does this while it's active and I haven't seen it to anything else nefarious.
Some Windows users also mention it installs the ASK.com toolbar and potentially this search redirection stays active even when HotSpot is not connected - as it runs are a service which you have to turn off.
YMMV, but in my experience it's worked quite well - used it to sign up to Google Voice recently.