My vote is for PDANET
Pdanet is by far more stable. I have been using it since iphone 2g 1.1.4 fw and have used it since currently on iphone 2g 3.0 fw. Good customer support. 30$ may be a little steep but they actually did the work of porting the connection through non-native means. Mywi basically just made a toggle for the native tether feature and are taking credit for that. MYWI requires you to install the rockapp and something else which is more trouble than its worth. The idea for the wifi feature of the MYWI app is badass but i had little luck getting a stable connection with this feature. It constantly failed requiring me to reboot every time i tried to use it. If PDANET were to incorporate that feature they would make a lot of people happy. You can do this already with pdanet but you have to initiate connection with a laptop to pdanet on iphone then jump on that connection with whatever device you want to use the wifi on and disconnect laptop afterwards.
As for the charges I can't say they will never come but i have been tethering with the iphone since it was first made available and have been doing so since and have never been charged. I have downloaded updates, torrents, videos, files, pictures, browsed web, streamed music, shared connection via ICS with a friend so he could play WOW all the time, played xbox live, and halo & halo 2 PC online all with pdanet connection and never received a bill for doing so. I have a general rule that I try to follow. No more than 100MB in a single day, and try not to go over 3.5GB in a month. My 2 cents. hope it helps...