DSLR Remote Pro is quite good and at $99 its a cheap alternative to the more higher end tethered solutions. The EOS Utility is ofcourse cheaper with $0
Ive found however that it is tricky and tend to crash quite often. It also does not handle disconnecting the camera very well which sometimes happens especially if you are shooting tethered with 5 m passive cables
My last photoshoot i used a 40D tethered with 5m extension (passive) + 1 m (the usb to camera) and it worked perfectly throughout the shoot. Now this is definately pushing on the limits of USB so don't do this without active cables. I got lucky and it worked throughout the shoot and i had my entire crew (makeup, assistant, hair & designer) watch every single frame shot and could directly spot any issues with their respective fields. Very useful and i will be shooting tethered a lot more i think.
Now if Capture One could release their PRO version of 4.0 (or a upgrade to 3.7 that handles 40D
i would be in tethered heaven