I'm not one that shoots tethered very often - heck I can probably count the number of times I've done so on less than one hand. So, until recently I never really had a need for the Auto Import feature in Lightroom. This changed last weekend when I was giving a workshop - I wanted everyone to see the images as they were being captured. So, with camera hooked up to the laptop, and a large projector screen, I setup Auto Import for the first time.
If you haven't tried it yet, you'll find the feature under the File menu, logically enough labeled Auto Import. It's a two-step process. First, you'll need to tell Lightroom where to look for images, and what to do with them on import. Select File > Auto-Import > Auto Import Settings.

I created a folder named Lightroom Drops and used the Canon EOS Utility to tell the camera to send files to this folder on capture (I'm sure Nikon has a very similar utility, but I don't have experience with it). In the Lightroom Auto Import Settings dialog, I instructed Lightroom to watch this folder. When files show up here, Lightroom grabs them and adds them into my catalog in a subfolder to make it easier to browse and review images later. I also use my standard copyright Metadata preset, and set the initial previews to 1:1

The second step in the process is to actually enable Auto Import. Once again, it's logically located under File > Auto Import > Enable Auto Import. Since I'll use the same settings for every workshop, it's nice to be able to turn it on and off as needed without dealing with the basic setup steps.
I have to say, I was impressed with how easily I was able to setup auto-importing, and more importantly, how useful it was in a workshop setting where I was not only pressed for time, but needed to share my screen with a group of people. If this keeps up, I'm going to need more fingers to keep track of how often auto import gets used.