I know TMo has said they're going to crack down on tethering without paying...so you might just have to pay for a plan with tethering enabled. I'm waiting on my unlocked Rogers 920 to ship from Negri, hopefully that happens soon and I can check.
Last time I heard that T-Mobile won't charge if you don't have tethering plan like AT&T. They might throttle, but most people I know have been using tethering without paying anything. Well right now they have 5 GB with tethering and that still good compare to AT&T.
About the Rogers phone, it will work properly, but still need to manually configure the settings as some people got trouble to get it work. The important is, at this point, you need to trigger the OTA update in order to get correct setting for tethering. This is not really confirmed but some people think that Rogers has been blocked the tethering because of the exclusive, so it might be the cause why it won't work in some case.