I have tethered my N810 with the N95-3 and the 3.5G HSDPA works beautifully for me.
Music streaming works fine, in fact Video chat aslo is smooth and it doesnt drop out as it used to when I used a Blackjack.

Haven't tried Video streaming. Battery life wise - I found it lasts me a whole day comfortably - not with acontinuous connection, but on and off few times a day for near;y 30 minutes aa a time on each connection.
Haven't tried wired tethering myself.

If you meant A2DP - no you cant use A2DP for data transfer.
A2DP is essentially for playing audio on your N800 / N810 with full stereo profile over bluetooth to a BT receiver (like a Bluetooth headphone).
It is only for stereo audio transmission - not for data transfer. A2DP is one of the profiles in a Bluetooth stack with a set purpose.