I also used OpenVPN. We started out by making a wrapper over the OpenVPN client on windows. Hindsight being 20/20, I would recommend for someone starting out with building a VPN provider to start on focusing on building a great infrastructure and not worrying about having your own client applications from the start. Stand on the shoulders of giants, the OpenVPN client(s) are great.

We didn't realize this but in creating this application we sort of inherited all usability problems from OpenVPN, without inheriting their solutions and known workarounds.