Knox doesn't protect against everything but neither does Phone Guardian or McAfee. The latter do supplement Knox though. Common sense is your most powerful defense in any case. Be careful what sites you frequent, don't download or open unsolicited attachments via social media, email, MMS. They are all common attack vectors, so even if you get a message from someone you know with something you aren't expecting be wary of it. A VPN is only useful for public unsecured WiFi, running it at home isn't necessary and just wastes battery. Disable automatic download of MMS messages in the messaging app.