It's easier (and I'm a fan as well), but setting up an OpenVPN server with pre-shared key is very easy too. It's essentially a matter of apt-getting openvpn and writing a three line config file: http://openvpn.net/index.php/open-source/documentation/misce...
One of the advantages of using SSH is that it almost always works, even in environments (think China) that actively block detected VPN connections. SSH running on port 443 looks a lot like HTTPS.
Much easier than setting up a VPN server.
[1] https://github.com/apenwarr/sshuttle