There are two very rare cases (I see this once every couple hundred orders) where your account can get locked with either the message "Your account has been locked due to suspicious activity" or "Account locked as we suspect it has been stolen." In these cases, it's very easy to unlock the account if you have access to registered email and recovery features.
I would say you shouldn't be too worried about IP changes, as in my experience, I didn't see any evidence to think IP changes themselves cause more issues than the rare locks mentioned above. Also, in my opinion the use of sketchy VPNs brings rather more risks than rewards. Rather, worry about using reliable service providers where workers won't screw you by boting, using illegal plugins (very common in CG btw), stealing, attaching their social media accounts to your RS account, etc.
IP changes used to be an issue only on inferno services; that's why a lot of inferno providers offer to do the services via Parsec. However, I heard rumors that it's not the case anymore, and people aren't getting banned anymore for straight login infernos either. In this case, it used to be a short-term (a couple days) ban plus cape removed from the accounts, so not a huge deal either.
Good luck!
