Start and stop scripts handy for Steam gaming on EC2, per Larry Land's excellent post.
Copy conf.sample.sh to conf.sh, and modify it with your own AWS key/secret, and the region/zone/security group you want to use for your instance. Then just run gaming-up.sh to start the instance, and gaming-down.sh to stop it.
Sorry, tunnelblick's version of openvpn doesn't allow enough flexibility in the command line to set up the VPN automatically. You'll still have to do that part by hand.