Wifi Hotspot & USB Tether Pro: Wifi Hotspot & USB Tether is primarily for turning your phone into a Wi-Fi hotspot (complete with password), but it also allows you to tether your phone's data connection to your computer via USB. This is yet another app with a free version (so you can see if it works on your phone) and a paid version that costs $14.99. The Lite version gives you a two-day, five-minutes-per-day trial.
The Reverse Tether app
Reverse tethering lets you tether your computer's Internet connection to your phone so that your phone connects to the Web using your laptop's connection. This is a much less common scenario, since it's rare that you'll find yourself in a place where your computer has an Internet connection but your phone does not. If you do find yourself in this situation, however, you can use the Reverse Tether app to share your computer's Internet connection with your phone.
Reverse Tether is a $4.99 download in the Android Market, and requires a rooted Android device. To tether your computer's Internet connection to your phone, all you need to do is download the app, make sure your device's drivers are installed on your computer, and connect your computer to your phone using a USB cable.
Since Reverse Tether does not work with all Android devices, you can also download a trial version for free to see if it works. The trial version lets you connect only during certain times, but it never expires.
Linking to your laptop
Tethering doesn't apply only to your phone's (or computer's) data connection. The AirDroid app lets you wirelessly manage your phone from a browser window on your laptop. This can be useful if you're at your computer anyway, but you want to be able to do things like listen to music that's stored at your computer, write text messages, and organize your phone's contacts.