If you're using an Android phone, then depending on your OS version, provider, and plan, you may have built-in Wi-fi tethering available. The feature is usually called "mobile hotspot", and on my phone (a Verizon Galaxy S4), it's under the main settings > Connections tab > More Networks.
If that option isn't available or doesn't seem to work, then you could try FoxFi, which is the app that PDANet has evolved into. It supports Bluetooth, USB, and Wi-Fi Hotspot tethering options. (I have had some stability issues with FoxFi, where the link would randomly drop for no apparent reason, but others report that it works flawlessly...YMMV.)