It depends on what you want to do, the apps just allow you to do what the program is meant to over bluetooth, for instance I've heard that the scrabble game uses bluetooth to allow the iphone to contain your pieces while the game board is on the iPad.
You are fairly limited to what you can do, things such as being able to tether over bluetooth are not possible without both items being jail broken.
If you want to stay within the world of apps, just search for an app that does what you want, maybe add the keyword bluetooth.