Like I said, I haven't tried it with the rooted apps, but I'm now rooted, so I can, if I get the WiFi tether for root going. Sites that I know do not work:
Yahoo!
All Topics - The Latest News Headlines, Videos and Images - Digg
Netflix App
There are a lot more, and the Verizon guy listed them off for me, but these I know for a fact do not work. I will mess with the WiFi Tether and see what I find out, but I can tell you that there are no issues, if you connect using the bluetooth. I have a Prime tablet and connected to my Razr's bluetooth and all of the above worked great in 3G land. I don't live in 4G land, so I'd have to try it tomorrow from work.