Shooting images on your camera using your memory card is a no-brainer… you pop the card in, and you go to it. Let’s say, though, that you’re shooting on location or in your studio and you want to get a better look at your pictures as you shoot them – without having to stop to download them. Your camera may have the ability to tether to your computer via a USB cable (or maybe even wirelessly). Just make sure that your camera supports (and is set to) PTP or Picture Transfer Protocol mode, and that you have the software support for it.
Typically this king of control requires special software to get any kind of use out of it. Nikon offers software called Camera Control Pro for their SLR’s. Canon has their EOS Utility. I’m sure other DSLR manufacturers have software of their own, as well… but many people go outside their manufacturer software and use something third party. One popular choice is Bibble Pro. It’s even fun to say! You can also check out ToneUp S3. Unfortunately it doesn’t allow as much control or support for custom tone curves. A third alternative is Capture One from Phase One, which supports many Canon, Nikon, Fuji, Pentax, and Olympus cameras (and more) – and is both Mac and Windows compatible.
Whatever software you end up using, make sure it does what you want it to do. Controlling the camera and simply downloading pictures from the camera while tethered are two separate functions – so ensure your software choice handles them.
As far as connectivity goes, remember that when you plug in with a cable – the length of the cable will greatly impact your download speeds. You’re bypassing the flash card here, and you want the fastest possible connecting so you aren’t waiting for images to land on your computer. Make sure you’re plugging in directly to a USB 2.0 High Speed port, and not going through a hub or other device.
However you end up getting yourself connected, you’ll find that the procedure of tethering is really handy because you can take your laptop on location and get those images in full-screen seconds after shooting them. Unleash your cameras full power and tether yourself!

