We report on the dynamics of free-running and optically injected VCSELs. In particular, the powerful measures including the 0-1 test for chaos and permutation entropy are used for locating the chaotic dynamics in a free-running VCSEL, which illustrates the effects of some key parameters on the chaotic region. In order to enhance chaotic dynamics, the output of the free-running VCSEL (master) is injected to another free-running VCSEL (slave). Our results show that the chaotic dynamics of the slave VCSEL can be greatly enhanced, i.e., both the bandwidth and complexity, while this occurs only outside of the injection locking region where the correlation between the mater and slave lasers is low. To take advantage of these enhanced chaotic dynamics exhibiting extremely high complexity and broadband bandwidth, a three-laser synchronization scheme is proposed and demonstrated. These findings pave the way to the generation of high-quality chaos (no time-delay signature, high bandwidth and complexity) and notably chaos-based applications based on free-running and optically injected VCSELs.