There are still a few bugs in the latest Gingerbread (2.3.4 aka KH3). It is not a big deal, but it is something that you will have to keep in mind. The only one that I think is still an issue, is the application install location; you are supposed to be able to set the default location for applications to install, either phone or SDcard. This setting is not only ignored, but apps tend to install willy-nilly if you have an EXT SD, and many apps do not work correctly installed to the EXT SD. No widgets, slow launcher, etc. The fix is easy... I took out my SD. Otherwise, you would have to UNMOUNT it through the menu, or be careful to move apps to the phone and otherwise be vigilant whenever you install or restore an app, that it did not go to the EXT SD.
I am assuming that issue is resolved in a future official drop. The other versions of our phone do not have that SD, and it has been a pain in other areas as well since it is a "unique" feature of the i9000.
However, based on your own evaluation, you might be better served waiting for what will at least be the official drop so you do not have to do this again soon. 2.3.5 is the current version of Android, and there is still that one bug at least. You might be better served waiting for 2.3.5, so you only have to do the process once. If you don't mind using Odin, then I say flash Pinnacle 1.3 now.
Tethering is fine. So far the only thing ATT has done, is target the people being ridiculous with their data usage, typically through tethering a laptop a lot of the time. So long as you do not abuse it, you will not show up in their watch close list. The other differences are fairly minor really- any of the usual Gingerbread updates, which are not a big deal. It will be faster, probably noticeably faster. I find it to be more stable as well, so long as you use a launcher other than Touchwiz. EDIT- Battery life is much improved for me on KH3 as well.
Here is where Pinnacle resides if you decide to go that route-
[ROM][2.3.4][Gingerbread KH3]♦ Pinnacle 1.3 ♦ 09/24 ♦ The unreally real captivate ROM - xda-developers
There is a link to a readme file on the first post- everything you need is there. Be sure you understand, as you will need to upgrade your bootloaders to Gingerbread, which is a "do not mess this up" thing.