Phase One or Nikon Capture
There is a reason why Capture One is the industry standard in high-end photoshoots. The software is built from the ground up to cater to shooting tethered.
Lightroom is a decent second best, and is IMO a better processor and far better for organizing images. But tether support is build in almost as an afterthought.
A few features that C1 has and lightroom doesn't: the ability to change shutter speed and aperture through software, image overlays, movable gridlines, user adjustable clipping warnings, easier zoom controls, focus peaking, MUCH better methods for comparing new images against old, a more customizable user interface, and more...
That said, I think that lightroom is much easier for new users, and is a more valuable program overall. If you don't already have it, you should get it.