In Canada, I've never bothered with a VPN. Nobody in Canada has ever been successfully sued for torrent downloading of media, and BC courts have thrown out mass John Doe cases as a waste of the legal system's time.
Even if it does go to court, there's a principal in Canadian law that damages can be at most three times the value of the good (for punitive damages). For BluRay that's, what, $50? They don't want to go all the way to a judgement to set the legal precedent of a $150 judgement.
Even if courts go beyond treble damages, there's a maximum fine of $5000 for non-commercial infringement. Even that isn't with their legal costs to pursue.
So non-commercial piracy is de facto legal in Canada.
(IANAL, this is not legal advice.)