When you first enter a country that you can use the above service, do you get a message telling you what networks you should switch to to get the free roaming....thanx

I'm pretty sure you don't need to worry about that, if you have service then its included in the 3 feel at home - (hopefully someone will 100% confirm this)

Any network you can connect to in a Three Feel at home country is valid. You don't need to select a specific one.

If you are near a border however you may need to ensure you don't roam onto another network by mistake.

IIRC I got a text along the lines of "You're now connected to (whatever network) as part of 3 Feel at Home this will come out of your usual allowances" then another telling me how much it would cost for out of bundle stuff.

Be careful if you happen to be near a border. I connected to a Belguim network a few miles inside France that ended up costing a few quid as I was using Google Navigation at the time and as I was driving ignored the texts telling me that I had and how much it would cost!

No! Any mobile will try all networks it can detect in this situation. All EXCEPT those which are "Feel at Home" partners will (silently) reject the connection attempt.

Depens on WHICH border(s)! I went from Switzerland, through France to Italy recently.... as ALL these countries are "Feel at Home" ones the network switching did not affect this.

Has anyone managed to get a VPN connection working without throttling?

Explain what you mean exactly? I'm in a Feel at Home country now and my VPN does work.

Interestingly I did try to tether using my iPad and you get a message now to say it isn't permitted when using Feel at Home.

Well when you run a speed test over VPN it seems to crawl to super slow speeds or at least it did last time I was in France? What speeds are you able to get with your VPN?