There's a lot of good advice around about avoiding connecting to unsecured wireless networks, and using a VPN (for all traffic) if you absolutely must use one.
What seems to be missing from this advice is the gap between when you connect to the unsecured wireless, and when you've got your VPN connection up and running. This can be a pretty short period, but a lot of software will detect the new network (via some OS event, I guess) and immediately start attempting to reload/reconnect/etc. So the very first thing that happens is various login details and connections occur before you have time to connect to the VPN (since this requires the unsecured wireless first). Likewise, if the VPN connection goes down for some reason, the default route will return to the unsecured wireless.
So is there any way to avoid this unsafe gap? For example, blocking all data that's not going to the VPN server by default.
I'm hoping for a built-in solution rather than 3rd party firewall software, but keen to hear about any options that truly close this gap in security.