Amazon Fire TVs come built-in with all the same capabilities as a Fire Stick, meaning you get all the same features without having to use a precious HDMI slot. Even the Fire TV's interface is the same as the Fire Stick. To use a VPN through a Fire TV, follow the same steps as above to download a third-party VPN app, log in to your account, connect to the VPN server you want to use and start streaming TV.

However, Fire TVs can cost between $370 and $1,100. Buying a Fire TV to stream shows and movies through a VPN is like buying a new car because you want a new paint job. If your TV works and it can use a Fire Stick, save yourself the money and buy a Fire Stick. If you're in the market for a new TV, and you want to use a VPN to stream content, consider a Fire TV to upgrade your streaming experience.

Chromecast with Google TV, like the Fire Stick, is another easy-to-use device that lets you stream TV through a third-party VPN app for around $40.

After you've plugged your Chromecast with Google TV into your TV and followed the setup instructions, you can download most VPN apps, like ExpressVPN and NordVPN, onto your device. If you don't have a subscription to a VPN service, most offer a 30-day money-back guarantee, so you can try them out risk-free until you find one you're happy with.

Here's how to download most third-party VPN apps onto your Chromecast with Google TV.

1. On your Chromecast device, go to the Apps tab.
2. Select Search for app under App categories.
3. Type in the name of the VPN app you want to download.
4. Select Install.

After installing your VPN app, open it from your Chromecast with Google TV's home screen and log in to your account. Then, connect to a VPN server in the country or region you want to unlock content from. You can also connect to a local VPN server for better private streaming speeds. After that, you're set to securely watch shows and movies.

ExpressVPN's Aircove router costs less than $200, and it allows you to run all your internet traffic through a VPN, not just your TV. The router has built-in VPN protection and a range of 1,600 square feet, and it allows unlimited simultaneous connections. These unlimited connections can be organized into up to five different groups, so if you live with four other people, each person in your house can be connected to a different server location at the same time.

You do need an ExpressVPN account to use the router's VPN capabilities. That means you'll have to switch to ExpressVPN if you have an account with another VPN service. You'll also need to use your laptop or smartphone to set up your router. That makes setup on the Aircove slightly more complicated than the Fire Stick and Fire TV, which you can simply plug in and follow the on-screen instructions. 

Once you've finished the Aircove's initial setup, you've thrown a blanket of protection over all the internet traffic that runs through the router, which makes it a good option for people looking to run other devices at home through a VPN.