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I found this link when I was surfing. It describes the setup for tethering in pretty good detail, especially for those using Debian or Fedora based distros.
Even though it is written for the Verizon Droid, it looks as though it will work with other carriers. The only differences I've found, in the past, were the address and password.
BTW - I'd be interested in hearing any other methods also. Maybe there's a more secure way, or, a faster way. Just Asking.