i believe that you are still traceable in private trackers if you dont vpn, its just there is less chance the people wanting to track you (RIAA etc) are less likely to be fishing in those torrents. In canada there is a large amount of copyright notice letters going out from ISP's to customers saying youve downloaded X movie/tvshow illegally. getting a VPN for torrent traffic is the best way, but gated community torrents are nearly as good.
definitely a lot faster to get files though, especially those that are freshly released you can basically cap your bandwidth