Despite some issues with JoikuSpot with some mobile devices, it is still one of my most useful applications on my Nokia N95 and I use it a lot.
I have considered getting an iPhone 3GS and this (alongside the iPhone 3G) now (eventually) comes with tethering, the ability to use your phone as a modem with your laptop. I have done this for years with various phones including the Nokia N95.
The only downside is the cost!
I have tethering included as part of my T-Mobile deal which costs roughly the same per month as the O2 iPhone deal, however O2 want an extra £15 per month for a 3GB limit for tethering.