A 'tun' device will suffice for most purposes. It is a virtual point-to-point device that is capable of routing all kinds of IP traffic.
A 'tap' device is a virtual Ethernet device and is used when you need to tunnel non-IP traffic, e.g. IPX, AppleTalk.
It is also used for bridging, where a LAN adapter is bridged to the 'tap' device: all traffic which is received on one interface , is broadcast out the other interface. This is sometimes useful for gaming, older network protocols (NetBEUI). The general rule of thumb is: if you don't need bridging , don't use it. It's trickier to set up and can reduce performance by 50%.
To check that your tunnel is working , go to
http://www.whatismyip.com
and check the IP address: it should the address of the VPN server (depending on how you have set up routing).
