Step 1: Have a good data plan. Most ‘unlimited’ data plans are actually capped at 1 GB/mo or something like that. I have Sprint’s Unlimited buy up plan for $20/mo per line. No data cap!
Step 2: Get a tethering app. You can enable tethering on most smart phones but the service provider will bill you $20/mo for this and it is usually capped (even with my Sprint plan). I highly recommend PdaNet+. That is a one time purchase compared to a monthly bill, too!
Step 3: Setup the tethering app. PdaNet+ requires the app be installed on the phone and also a client program on your computer. Dead simple.
Step 4: Share your connection. It is really simple on Windows and I am sure a Mac or Linux variation exists.
The unlimited 4G connection pulls 25Mbps down and 1.5Mbps up, plenty enough for me. That connection is shared via USB with my desktop. I then share that connection via ethernet (see Step 4, above). That ethernet line runs to my wireless router. From that, any device I connect to the router will use my cell phone’s internet connection.