I thought a VPN would help improve my connection to West, so I tried the one Linus Tech Tips has been plugging lately called Private Internet Access. My results with the VPN set to California did not improve the connection. Thankfully they had a 1 week money back guarantee, so I was refunded my money after a couple days of trying it out. I explained to them why I wanted the VPN in the first place and this was their response:
Please know that VPN connections are not recommend for use with real-time online gaming. By the very nature of how VPN technology works, it's going to increase your latency, not decrease it exponentially. When you're connecting to a VPN server, you're first bouncing your connection off of a remote server, before it ever goes out to the internet, or back again; doing this doubles the routing path necessary for your connection, thus doubling your ping times.