Tethering depends on the phone you get and the carrier you're with. If it's unbranded, you shouldn't have any trouble with tethering. Don't get an AT&T branded phone, it probably won't get 7.8.
Yeah, no BT file transfer.
There's no file manager, so file upload is limited to media files, I don't see any reason you couldn't do that over wifi, not that it's something I've tried.
Zune has a nice aesthetic, but yeah, it doesn't work as nicely as I'd like it to.
If you want Turn by Turn, you'll have to get a Nokia and get Nokia Drive on it.
You can change the colour of the tiles, no background image though. Customisation will be more there with WP7.8 than 7.5, but still it's a very consistent experience, and you can't customise anywhere near what you can do with Android.
The word 'Pentaband' means '5 Bands', from the Greek word 'pente' meaning '5'. For a phone to be pentaband it has to support 5 bands. If the phone has AWS support, it doesn't automatically mean that it is pentaband. The reason Wind and Mobilicity users like pentaband phones is because the reverse is true. We're not the only ones who like pentaband phones though, so please stop referring to phones that work on Wind and Mobilicity as pentaband. It causes unnecessary cofusion.