The best application from Nikon is Camera Control Pro 2, as it allows you to plug in your camera, and control every camera setting through the program on your computer. There is also a liveview function with camera like my d700, where you get a live picture of what is being seen on the camera on your computer screen. A really cool and powerful program for a studio photographer.
If you just want to view the images on computer after a shot, I'd invest in Aperture and use its tethered shooting function. Works well and saves the photos onto your destination of choice inside the Aperture library.