Update (January 5th): Capture One 4.6 was officially released today.
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).