Mine is a droid and have been doing it for years. Except for the two years I was with Verizon. WHen was at a store that sold various phones and plans and providers, they told me the only one that you could do it with and was sanctioned is AT&T.
Way back when I first tethered with my BlackBerry that was critically important to me as I would need to be on the phone with clients and work online working on their websites simultaneously.