Jphelan answered the encryption issues, but the VPN does so much more than just that. You also get to surf anonymously so if your privacy is important to you the VPN makes it very hard to identify you. Without a VPN every time you land on a webpage the person that built that page collects a lot of material about you: What type of computer you have, what type of browser you have, where you came from, how long you stayed on the page, prior sites you visited can even be obtained, and most importantly your IP address which shows where you live and is generally accurate within a 5-10 miles.
But back to your question double bagging is always safer, especially if you’re going to engage in risky behavior.
Quote
Originally posted by: RoadTrip
Isn't my WEP or WPA2-PSK also providing strong encryption. (WPA2-PSK anyway)
Are you suggesting I "double dip" and use VPN over WPA2-PSK?