I dont want to rock the boat at the moment but tethering is about the worst option cost wise you can go for.
From the UK, yes - but since he's coming from the US maybe AT&T are cheaper than O2's wallet-rape? (to "initiate" the tethering) - and then a basic O2 data PAYG SIM would give in-country charges?
I must admit though, I haven't tethered either (due to the rubbish cost) so have no idea if this is how they initiate it. IIRC an unlocked iPhone could have a 3rd party app to do tethering anyway.