I can understand the frustration - I have felt it myself, especially when reading a really compelling whitepaper, doing a bunch of analysis and then deciding that the project is cool and legit, then joining the Telegram / Discord channel and then finding out that U.S. Citizens are not permitted to invest.  Yes, you can use VPN and all kinds of clever tactics, but I really doubt it's worth it.

Instead, do the research and you will see that in fact many project release their tokens, they are accepted by an exchange, and then, during the time it takes the team to execute their plan, interest in the token subsides, and the price actually goes down from the ICO.  This happens a lot.  Then it just sort of sits there until some announcement, or event causes it to come to live.  Look at the many of the charts on Coinmarketcap and you will see evidence of this. 

Also, when a coin is starting out and just getting listed on some exchanges, there is very often an arbitrage in price between exchanges.  An example is ATLANT, which about a week ago was training below it's ICO release price, but on two exchanges with very slim volume and very different prices.  On IDEX, it was trading about twice the price against ETH as it was on OKEX against Bitcoin (measured in USD). 

So I wouldn't fret too much about "missing out" on an ICO when a little patience and monitoring might lead to more profit than if you did manage to participate in the ICO.