Honestly, it's not even much of a hassle IMO. With the iPad's battery life it's very very rare for it to run out of juice away from a computer (for me). I went two months on one of the 4.2 tethered JBs and I was fine, but I only really used folder enhancer and infinidock.
The only problem I can think of would be if you're installing a ton of interface tweaks and themes that might require frequent resprings/restarts - that would definitely be a pain if you're tethered.