With some VPNs (Mullvad and NordVPN to name two) you can use your own clients by downloading lists of VPN relays and whatever authentication credentials the protocol uses. Though if you use the official client, it often has options beyond the protocol, such as selecting multiple hops (i.e. entering at one relay and exiting from another), disguising your traffic as another protocol (useful if you’re somewhere where VPN traffic is blocked) or padding traffic to a constant size to prevent profiling (i.e. by comparing to known video streams).