Can I tether with my iPhone 4 without jailbreaking my phone or paying for the additional service?

It's probably not an easy way but since there have been some apps snuck into the app store that had hidden tethering abilities: http://www.wired.com/gadgetlab/2010/07/apple-approves-pulls-flashlight-app-with-hidden-tethering-mode/ It's clearly possible to do this in an app but not one that will be in the official store. One way around this would be to spend the $99 for a developer account, find some source code, compile it and install it onto your device. Don't mind the hand waving around finding appropriate source code though.

[Breaking this two answers so I can post both links.]

For a while you could hack it by updating the carrier file (for me it had the side effect of breaking visual voice mail) : http://reviews.cnet.com/activate-tethering-on-iphone-without-jailbreaking Something similar might be possible for iOS 4 but perhaps it's a just a well kept secret.