Phase One will provide Nikon tethered support in the latest Capture One 4.6.

What’s new in this version:

• Nikon tethered capture for the following cameras (PRO):  Nikon D3, Nikon D700, Nikon D300, Nikon D200, Nikon D80, Nikon D60, Nikon D40x, Nikon D40
• New cameras supported (4/PRO): Phase One P 65+, Canon G10, Nikon D3X, Olympus E-30
• Improved camera support (4/PRO): Canon EOS 5D mk II and EOS 50D: sRaw1 and sRaw2 supported

Talking about software: if you are short on cash you can try ChocoFlop - it is free, looks like Photoshop and it does work with NEF files (using dcRAW, Mac only).