This is one of the major problems I have coming from Windows Mobile on an HTC device, things like wifi tethering (free) have been around for a long time.
Now its like re-inventing the wheel on the new platforms and waiting for things like this make it hard to completely convert over to android.
Its really not that difficult. Root (in general) is pretty easy to do with a published exploit. The goldcard method is a pain (exception to the rule). Once thats out, you just load an app that you put on the sd card. No side=loading issues like on the Pre (where you have to use preware and webos quickinstall). The hardest part is setting up your computer to do the root. Linux/mac have it easy, but since there are so many radically different distrobutions still around for Windows (WinXP 32/64, Win Vista 32/64, Win7 32/64), drivers are a pain! Not to fear, its still possible with all of the above. Key notes though:
In order to install the SDK properly on a Windows PC, you must have the 32-bit version of Java JDK installed, even if you are running 64-bit OS.
USB drivers provided by Google don't always work, easiest way to get the right driver, install PDA net for android. There is a step where the right ADB driver is installed.
Install the Java JDK on linux distros through the Get Software utility. It needs to be installed before you can get access to Phone through ADB, Mac already has it built-in, so no need to download it.
For mac and linux, you must type "./" before every adb command, and for linux, you need superuser permissions before doing anything (open up terminal, type "sudo -s" and then enter your admin password and you're all set).
I've rooted Heros using Ubuntu, Various Windows (did mine on Win 7 64-bit) and Mac computers. Let me know if there is anything you want to know before trying to root your phone (i.e. how to properly setup your computer so the process is as simple as possible). Just PM me.