Need help selecting networking option in VMware workstation

I am a complete noob in this area, so I really need help and advice.

I am trying to setup something like a VPS on my computer. What I will do is: 1) Install vmware workstation on my computer 2) Install linux ubuntu as the operating system 3) Setup a vpn software inside whereby there is a need for connection to the internet via a private IP (provided by the VPN service provider)

My question here is since this is a complete new virtual machine installation on my computer, with a unique IP used when connection to the internet, which networking option (bridged, nat or host-only) should I used when setting up vmware so that anyone would not be able to track or trace back there is a relationship/ linkage between the virtual machine and the host (my computer)? Would anyone be able to trace/ track that there is a link between the virtual machine and my computer when I connect to the internet inside the virtual machine (via a different IP, proxy, etc)? In this case, which networking option (bridged, nat or host-only) should I use when my primary objective is accessing the web inside the virtual machine, no major or complicated applications.

Thanks all.. )