the users who are having issue with tethering not allowed issues, are most likely Three ROM'ed phones or an iPhone (there will be 2 APN's on the phone one for mobile one for wifi/tethering)
If its an stock phone or not an Three locked phone (even if its unlocked from three its still an Three phone) tethering should not be an issue (iPhone you need to jail brake them as to change the second APN to be the same as the main one or use an app like PDAnet +jailbreak)
I had my Three PAYG all you can eat sim in my laptop i had no issue, but most likely they do not have that device IMEI number of that device to auto block it
I would use three just it hardly ever works in doors and results in more battery used (also overloaded network where I am so low speeds and YouTube some times keep on buffering due to the min 1mb/s required to stream HQ on the phone, and the issue with phantom network connection and takes 1 min for the phone to detect its no longer connected to the mast does this on 2 phones to dif makes Nokia and the desire)
If three works Grate where you are fine Three are very good on there plans. Just where I live they seem to think its ok that it only works out side….. (Three around where I am need to place at least 10-15 more masts in between the currant masts that are operating as there are too many Dead spots unlike O2,Orange and T-mobile mostly) why Three setup there masts to far from each other when they have No 2g network to back it up