If you are on Mac OS X you can still shoot tethered with many more cameras than are supported by Adobe in Lightroom. In fact, Apple supports 38 Nikon DSLR going all the way back to the original D1. (There are a similar number of Canon DSLR cameras supported as well)
In OS X, tethering is supported at the system level. Use the Image Capture app (installed with the OS in the Applications folder.) Although Image capture has limited camera controls, you can shoot tethered and have IC save the images to a folder on your computer. Then set Lightroom to import images from that watched folder ... takes just a tiny bit longer to view images than tethering directly ... but then you don't have to put up with excuses and explanations of why it doesn't work directly in Lr.
Best of all ... there is no additional cost involved.
Thanks Butch. Didn't know image capture supported tether, not alone older cameras. I can now use the smaller files in my 5D classic for tether and for the purpose I am going to use it for it will work great..