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See also other Mikrotik pages in this wiki
Greg Sowell's VPN Training Video: http://gregsowell.com/?p=1290
Some user written examples: http://wiki.mikrotik.com/wiki/Tunnels
Certificates: http://wiki.mikrotik.com/wiki/Manual:Create_Certificates
VPNs will ideally run over UDP. Running a connection-oriented VPN protocol over the top of connection-oriented TCP is less than ideal and resultant VPNs will always be slower than if run over UDP.
The Mikrotik OpenVPN implementation does not support UDP. Many consider it 'broken'.
Supported VPN Technologies: