Maybe I'm missing the point, but I'd like to setup simple VPN access with software VPN to access my private network on Amazon VPC. I thought OpenVPN would be a great solution for this, and I thought it might make sense to put this on the NAT instance that comes with VPC so I don't have to spend money on another instance. Is there any advantage to running the following: http://www.openvpn.net/index.php?option=com_content&id=493 vs sticking to the free solution of OpenVPN? What does one offer over the other? Any reason not to run this on the NAT instance itself?
There's no major difference between the OpenVPN AMI listed on the URL you provided and simply installing OpenVPN on the NAT instance. The OpenVPN AMI is pre-configured to launch with and setup the VPN connection per the parameters you enter in the User Data field of the launch instances wizard. This is handy for folks who just want it to work automatically once it's launched and not have to login to it to configure anything. However, if you want, you can login to the NAT instance and install OpenVPN and configure it yourself, go for it. You'll save money by having both NAT\PAT and VPN on the same instance rather than spreading it across two instances. No actual features\performance difference between the AMI and installing it yourself.