The easiest and most compatible option has been to use the PPTP protocol, but the encryption used by PPTP was broken years ago, and the protocol is being deprecated, and support for it is slowly but surely being removed from both routers and operating systems.
Another much more robust and secure option has been to use the L2TP/IPsec protocol, but implementing and configuring this in many of the popular SMB routers is complex and difficult.
Another option has been to use free or paid 3rd party software, such as VPN Tracker or IPSecuritas, but this also adds another level of complexity to the VPN mix.
In August 2015, Peplink released a firmware update, version 6.2.2, to their “Balance” line of routers.
With this release, you can easily set up an L2TP/IPsec VPN server, and remote Mac and Windows clients can connect to it without 3rd party software. I’ve tested it with a few customers, and it works well, and so Peplink is my new go-to for my SMB consulting clients.