I too am interested in an HD camera with this capability. Right now, my Canon Vixia HR200 can only save to an SD card. I can send the video to my computer via HDMI however saving is difficult. It would be ideal if there was an option to save to a folder on my laptop instead of the SD card.
About EyeFi wireless transfer...
I have an early version of the EyeFi card that I purchased for use w/ my DSLR many years ago when the company first started. The file transfers were fast however the connections was intermittent even when the router was very close. For reliability, I'd prefer a tethered solution. I'll take another stab at it and post what I find.
A list of cameras that have this capability would be appreciated.