I got this one from Amazon: OTG Cable. You can get one for $2, but it comes from Hong Kong. I chose the cable I did because it could be shipped via Amazon Prime, so I got it them next day (I ordered 2), and they work flawlessly with the USBStick app. Plugged my thumb drive in, and presto...instant movies via my beloved MX Player Pro app.

I also order this 128 GB USB Stick. I know, I know...I went nuts here. But I have over 40 movies on that stick! I can't believe I can carry around and watch an entire library of movies with a set of hardware that I could literally fit into a zip lock bag. Amazing.

Anyway, in the fwiw category, there were 2 main gripes about the Nexus 7 from reviewers: lack of expandable storage, and the fact that the home screen wouldn't rotate. Well, as far as I'm concerned, if they can sell the N7 for $200, and the OTG cable and thumb drives are dirt cheap, then I'm happy.

As for the home screen rotation issue, there are multiple workarounds. Here's the one I like best: Home Screen Rotation Fix.