Super duper important. I won't run my network without one. So if we ever get to a point where a VPN is prohibited by law, I will unplug and go work on some of my other hobbies like creating bonsai. Any no, I don't run the 'arr stack, I'm not a hacker, nor do I torrent. I just prefer the absolute minimum number of people knowing who I am or what I'm doing. I'm that way irl.

sometimes slower speed.

Indeed, anything you put between you and your target will slow speeds, especially if you're running everything through a double hop Shadowsocks proxy. That is the trade off. All technology wields a double edged sword. Additionally, you will encounter more captcha than normal, tho 99% of what I see are Cloudflare verification. Again, yet another trade off. You might even be precluded from accessing some websites. Me personally, I'll accept the captcha/verification, slower speeds, and occasional site blocks, for security, privacy and anonymity. Also, in regards to sites blocking a VPN ip, it's not a common occurrence on my network, but when it does happen, I find that the information contained on the blocked site, is freely available somewhere else.