Insidious 1 and 2 are my favorite horror movies hands down. I feel like James Wan creates an incredible atmosphere and builds tension throughout the entire movie. Another thing to note are the jump-scares. Yes, like other films the audio will sometimes drain out and blast you at something spooky or unexpected. But unlike other films in the genre, I felt the visuals actually warranted the loud music sting. The plot was fun and original, with both films having setups and payoffs for each other. Overall, I think they are a great watch, and I wish I could go back and experience them for the first time again.
I wouldn't really recommend the other two. There's a bit of "lore" you can get if you care a lot about a specific character. But without James Wan directing, they feel very average and don't hold up to the quality I see in the first two films.
I'm a systems admin. Last week, I had an employee using a VPN to try and hide their traffic. My monitoring software caught it. I couldn't see the traffic, but I could see it connected to a known Tor IP. My system saw the fishy connection and sent the alert. Just be careful and don't assume you're completely safe with the VPN.
It's best to assume your IT department can see everything you do, and keep personal stuff on personal devices.