Most companies will also be blocking the VPN ports to prevent employees from creating VPN tunnels to other companies or to thier houses. Your best bet is to load up all the components onto your laptop so that you can take the entire system with you. This does mean having to take laptop with a decent amount of RAM and drive space so that you can load of the Oracle database, web servers, etc but it will get you around these problems.
If that isn’t going to work you can setup a PC at your office with netmeeting, or gotomeeting, or gotomypc, webex, etc and then remote into your machine at the office which will then allow you do access your servers.
Now if your application requires that holes be opened to your Oracle server for customers to use your application then you may need to look at redesigning the application so that direct Oracle access isn’t needed. Direct database access over the Internet is very insecure no matter what platform you use. You would also be requiring your customers to install the Oracle drivers on thier PC which may have a licensing cost to go with it, as well as any potential issues with installing the Oracle drivers along with the other software that they have installed.
*** Improved by Wrobinson on St. Patrick’s Day 2008 ***
You can perform any of the steps above recommended by Mrdenny, who is always on point and on time. There are some other options such as establishing a Terminal Services session to your network, or using a broadband access card for laptop which will allow you to bypass client firewall issues quite nicely. That is what I and most of my coworkers who are consultants do. It’s better to stay off of client networks as much as possible anyway. This will limit your exposure or accountability.
*** End Update ***