Canon owners are probably aware of the EOS Utility that simply allows tethering of your Canon DSLR to your computer whether running Windows or OS X. It comes in the box with the camera, Nikon users have to look further afield and a couple of club members were asking me for a tethered solution for their Nikons if they don't already own Lightroom or Aperture. If you use a Macintosh, the tethering app you want is called Sofortbild. It's done by a fellow from Germany and he does a great job of keeping it up to date. You can get it on the Mac App Store or download it directly from here. It's a simple app that does what it promises giving you simple and efficient tethering from your Nikon to your Mac using a simple USB cable.
If you use Windows, check out Camera Control from www.diyphotobits.com They have a compatibility listing posted on their site.
Both tools are free. Be aware that there are a slew of chargeable apps for tethering but I wanted to focus on tools that work and don't hit your wallet.