As best I can recall, I think that Verizon blocks it and prohibits it, which would fit with their general policies of crippling phone features and capabilities, plus I know of cases where they have abruptly canceled accounts where they felt their so-called “unlimited data” had been exceeded. Sprint, I don’t know about. iphone, no.
The G1, yes, plus a couple more Android OS phones are coming to T-Mobile in the coming months, so there will be additional options there. If you want more info for tethering the G1, which would also apply to other upcoming Android phones, I can provide that, but the above is all the info I have for you on other carriers and phones with regard to tethering. Google search the phones and/or carriers you are interested in along with “tethering” and I’m sure some info will pop up in the results.
I have an old Motorola E815 on Verizon Wireless. To enable tethering, you just dial DIALUP rapidly, download the drivers, and hook it to your PC with a USB connector. Phone number: #777. Userid: your phone number, no punctuation. Password: VZW. Works OK — like a mid-grade DSL. You get billed for minutes of airtime, if you have a grandfathered web browsing plan, as I do. Just don't download gigabytes, and they won't notice. It's handy when you Hotwire into a four-star hotel for $50 for a $350 room, and they want $10 (20% increase!) for WiFi.
Uncertainty about tethering is the only consideration that has kept me from buying an iPhone. But it looks like it's doable, and my contract is expired, so bye bye Verizon!