Biggest point of confusion are all these paid VPN Services that people use to watch video/music from a foreign country, or to hide there piracy from there internet provider.. these are paid services to connect to other people's networks to hide your origins.. not useful for video Surveillance normally.
Running it on your router is the best place for it, if its online so is your VPN.. think of it like a virtual network cable to your home network, when your half way across the country on a public wifi when you enable the VPN link its like your at home.. all your internet traffic is sent through your home router, and all your local cameras, file servers, printers, pc's, etc will be accessible just like you were on your home WiFi.