I have express vpn. I also have used Nord in the past. Both are fine. When you sign up for the service you will get a username and password. You will download the app to your device that you want to use and log in. You can select the suggested "smart location" or you can drill down and pick from a number of US or even foreign locations. Hit connect. You're in.
I can't speak to all of the services where you might procure your sports subscriptions but I can confirm that if you were to purchase MLB Xtra innings or NBA League Pass via Amazon Prime, and you use the VPN before connecting, you can watch blacked out games. I fear that Amazon may be patching this (the smart ones prevent it by saying you are connected to a VPN. You can't access content until you are not connected to a VPN). I have received similar messaging a couple of times over the past 2 years, but it only lasts for a day or two and then I have no problems accessing stuff despite being connected to the VPN. It helps to know how to clear your data and cache for Prime.
Yes it can impact performance if you don't have a fast Internet connection. I do not have fiber here and I rarely have issues but there have been a few occasions where I have had buffering streams and disconnecting the VPN solved the issue.
I should add that all of my experience is on a smart TVs/Amazon fire devices and maybe on a laptop. I don't know how it would work on a smart phone if your wireless connection is pinging off of a local tower. You may have to turn cellular off and strictly use WiFi. That's all I know, hope it is helpful.