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I'm going to use the internet on a MacBook 5,2 and I have an iPhone 4 with iOS 4.3.1 and it's jailbroken (and using TetherMe), if it makes any differences.

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up vote 8 down vote accepted

Fastest to slowest:

  1. USB
  2. WiFi hotspot
  3. Bluetooth

Keep in mind the power draw of the options. From most battery efficient to least:

  1. USB (It helps that it's also charging at the same time.)
  2. Bluetooth
  3. WiFi
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Bluetooth with iPhone's specifications has a max. throughput of 3 MBit/s. So this could be a bottleneck if you get higher 3G speeds.

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