Lightroom 3.0+ has built in tethering. I use it a lot on macro/product work and find it to be much better than other software options. If you are already using Lightroom then you should have it, unless of course you need to upgrade your version to LR3.
I have bought my camera to PC cords in 12-15ft lengths (gold tip connections) for relatively cheap at places like Walmart or BestBuy. Length is a factor and it has been mentioned that lengths beyond 15ft can cause some connection issues. I won’t get into to many details about it but just know I have not experienced any of them at 15ft when tethered.
When I shoot any portrait sessions in my office/studio tethered, the client sees my work and it tends to turn into a full on “Chimp” session 😉
I think you will be impressed with the setup in Lightroom 3. It is simple, clean and easy to use. Select the tether option from the drop down menu.
I hope that helps Kevin. Let us know if you go this route.