Directv NOW and VPN

I've recently gotten rid of UVerse and made the switch to streaming. I jumped on the DTV Now option when it was still $35 a month and already had Netflix. Between Kodi, DTV Now, and Netflix we have most any TV we need or want. I haven't gotten around to hooking up an antenna and amp in the attic yet for my local channels but will soon.
However I have a few questions currently as I am new to cord cutting. Should I be using a VPN service and if so should I install it on my router or Fire TV boxes? If installed on my router will it have a negative effect on DTV Now? Also the wife is really into "Big Bang Theory" and likes to listen/watch it when she falls asleep. Is there a way to stream this similar to Netflix where it will autoplay? I know if can be streamed in Kodi, but it wouldn't autoplay the next episode and DTV Now isn't setup for the TBS app yet.