If you are new to hosting, please do not use a VPS, as you will only add another bot to a botnet that way. Securing a server is hard and you should first get to know more about security! I recommend setting up a server at home which you can use as NAS or development platform. I really recommend using Linux or BSD for the server OS, because that's the cheapest option out there and will have everything and more than needed. Use that intranet server to play around with the OS, with configs, with different security guides (setting up a firewall, anti-rootkit, AV, monitoring, anti-tampering, etc.). Once you feel confident, try penetration testing software and in the end you can move to a real VPS.
However, if your only aim is to have a web server, then I encourage you to stick with simple hosting solutions which take away all the VPS hassle. It will be cheaper, easier and a lot less time-consuming. You do not need "full server control" for hosting websites. Managing server, monitoring, etc. is something admins are for ;) Maximizing control also means maximizing responsibility and maximizing time consumption to dedicate yourself to all those new topics, without giving you any advantage at all (other than learning something new).
When selecting a hosting provider, make sure to search for actual user opinions. Compare at least three providers with good feedback. One of the most important things when selecting a provider is support. Do they have 24/7 support? Is it included or will you have to pay extra? How fast do they respond in general? Can you call or use IM? If not, stay clear of that provider, as instant repair and support can be mission-critical for you!
Lastly, cPanel is just a dashbord for your server which allows you to easily set up certain things without diving deep into configurations and OS specifics. In general, I recommend not using such an admin panel, as it does not only make things easier, but will also limit you, add an additional layer of abstraction with bugs which open up more holes in your security as it might bring benefit. Also you will not understand how the OS and configuration of certain things work and as a result the probability of you making sever mistakes when you cannot rely on the panel is quite high.