I have been using bluetooth tethering because it does make things easy. It needs an app that is in the repository (DUN) and on Windows systems drivers that come with the Nokia PC suite (so you need to install that but not actually use it after first connection). I hear Linux works well but haven't tested.

I understand Wifi tethering is also doable but currently requires bit more tweaking. I haven't tried it though. I am pretty sure this will be a single easy package too after a while.