You should set up and think of the VPS as a separate computer that you are accessing. The VPS is what will show to the outside world.
So, set up your desktop. This is done for you by default if you are using a Windows VPS. If using a Linux VPS, you will have to choose the operating system (I recommend CentOS 5) and install GNOME or another GUI environment along with FireFox and RealVNC server for remote access.
Be sure that your stealth user's location matches the location of the IP address used by your VPS. It does not have to be the exact same city, but should be in the same area. For example, if your VPS uses an IP that is located in Los Angeles, CA then you do NOT want your stealth account user to be located in Chicago, IL.
Stay away from the $5 wonders and the larger providers. Larger providers are known to eBay/PayPal/Amazon and the cheap ones are overused AND tend to go out of business or change data centers abruptly. That could EASILY kill a perfectly good account.
If you use your VPS in this fashion, you won't have to worry about ports.
Of course, it is also possible to set up - if their rules allow it - a private VPN. But if you now have a different computer, why not take advantage of that?
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