I like this option, because it doesn't require a Jailbreak, but they had a LOT of trouble working on OSX Mavericks. Something to do with the wifi driver or something.
I have no idea how this will work with Yosemite, but I'm *hoping* that they have been preparing for this and have it working for Yosemite release. If they do, I think it could be a great solution! We'll have to wait and see. Sometimes they post on their twitter feed: http://www.twitter.com/tethercom