If you don't add any CA certificates to your system, use HTTPS-only mode and connect from your own client, there's no easy way for them to see what you do on websites. They can only see what websites you're visiting, packets and the timestamp. Using VPS will be the literally the same, except you have only one server and only you are using it, so you're more fingerprintable.
Depends on your use case, for maximum online privacy you should use Tor Browser on Linux or TailsOS. If you want just to pirate, VPN is usually enough.
You have list of alternative frontends here https://github.com/mendel5/alternative-front-ends
For snapchat, it would be hard to create alternative client, because it has no API that lets you send or view recordings, so it would require reverse engineering and/or checking its communication with the server. If you want alternative for snap, you'd need to invite your friends there, and there the problem begins.