Depends on what you're running. I am able to use L2TP/IPSec that comes with Mountain Lion (10.8) to VPN into my Zyxel. In fact I am also able to VPN with my iPhone as well, though I haven't found that feature too useful for me in a home context.
said by HELLFIRE
If you're doing an IPSec VPN, you'll need client software, unless you use SSL VPN.
Also, you'll have to do some research into the LEVEL of access you want in SSL VPN.
It can vary from simple things and web-based mail all the way to full Java client
access... again, YMMV with SSL VPN so do your research accordingly.