I have a Linode VPS that I setup OpenVPN server on it. Since I'm in China we have to deal with the GFW (Great Firewall), so I use the VPN a lot.
The weird part is, that every time I use it, I need to change OpenVPN server's connection or I can't connect successfully.
I don't know if it's my installation problem or just caused by the GFW, but I've never heard of GFW blocking a port?
The GFW does block certain ports, including the default OpenVPN ports. Additionally, starting from the end of 2012, deep packet inspection is being performed to block both TCP and UDP connections using OpenVPN. I'm not sure if this also applies to connections using a CA instead of pre-shared keys; I read that these might have a different signature, but I have not verified this myself.
Examples of VPN software that were not affected by the deep packet inspection last time I checked:
Additionally, some networks appear to use statistical analysis to detect and break connections that might be VPNs (long connections with a lot of bidirectional traffic?), although I have not seen conclusive evidence for this. It might be meant to block P2P traffic.
Do note that the GFW is a decentralized system and varies from location to location and from provider to provider. You luck may vary.