What is the best way for someone to control their system while not at home or away from their local network? I know some of the modulus will work off site natively, such as nest but for devices that are controlled over the gateway or over IP don't.
Would setting up a VPN be the best way to go? If not what would work the best?
Depends on how many gateways and of what kind you are looking to control. If several of the same kind, then you would need to use VPN. If you have just one Global Cache gateway and some other, non-Global Cache gateway controlled devices, you can do port forwarding and then use your external IP or DNS in the IP address field.