BT PAN via ICS (ICS is built into most ROMs)
USB DUN via
USBModem by MobileStream (the only USB DUN program that I know from personal experience works with OSX)
WMWiFiRouter : free up to version .91. Links to download
here.
Paid version is reasonably priced and offers a few other nice features.
ICS Control : Free program, with lots of options for internet connection sharing.
