I recently upgraded my internet to Sonic's FTTN service, which is really just a white-labeled version of AT&T Uverse. Since AT&T has not been very trustworthy with the data flowing through their network, Sonic has provided a VPN service that customers can use to protect their privacy from AT&T's prying eyes.
To ensure all of the devices on my network use the VPN, I set up the connection on my router. I bought a Netgear Nighthawk R7000 and installed the latest version of Tomato by Shibby on it (the one that supports VPN). Another Sonic customer who goes by the moniker ashes posted an amazingly detailed walkthrough on how to configure it. One great thing about his configuration is that it stops all internet traffic should whenever the VPN is not connected.
Even if you don't have Sonic, you can still use the same technique to set up a VPN for your AT&T Uverse (or any other brand of) internet connection. Just sign up for a third-party VPN service and follow the same steps. It will cost a lot less than the "privacy" feature that AT&T wants to charge you $44/month for. And I trust the VPN setup a lot more than I would AT&T.