If someone was sniffing your packets and there was a protocol being used that didn't already encrypt your sesssions, someone could sniff out your credentials. You're already encrypted over SSL for most transaction stuff, so a VPN would be encrypting the encryption from your point A to B VPN connection. Completely useless in that fashion. Some people are required by compliance rules to use VPN for work related transmissions. If you're using VNC without encryption or telnet, all that stuff would open you up to a myriad of issues if someone was tapping your line. That's when a VPN would benefit you the most.
