Are you connecting from a business-tier network connection to a residential service tier? That can run into port blocks at the ISP.
Before you go as far as bridged-mode operations for a gateway, open up a port that you can secure at the host (eg: ssh, if you have good passwords, or set up an Apache site on, say, 8080, and see if things are working.)
Run some tests to see if you're being port-blocked, in other words.
Lion Server does have PPTP. You will have to work a little to enable it, as management has unfortunately been removed from the GUI. (I've long ago moved off the hosts to the gateways for VPNs, so I don't tend to tangle with the host-based VPN servers.)
I've successfully run D-Link and Fortigate gateways with embedded VPN servers, as well as gateway products from various other producers. (For smaller sites, I usually don't use RADIUS; that does works, it's somewhat more complex to set up, but it obviously and particularly depends on the RADIUS server always being operational. And when I'm looking to connect a VPN, it can be because the server is down.)