I couldn't find another thread and thought it might be useful if people were to post where they found USB-OTG cables that work with the Nexus 7.
IVSOŽ Nexus 7 Tablet Micro USB Host OTG Cable - Micro USB B/Male to USB2.0 A/Female OTG Host Cable for Nexus 7 (Black)http://www.amazon.co.uk/gp/product/B008WOXUKI/ref=oh_details_o00_s00_i00
This one works with the Nexus 7 Media Importer app. It fits in the socket well, works fine for detecting, streaming, and saving files. I tried it with JPEGs, an MP3 music file, an MP4 video file, a PDF, a .doc, and a .xls and everything went OK.
When you save JPEGs you can find them in /sdcard/Pictures. MP3s go into /sdcard/Music, and videos go, oddly, into /sdcard/Movies. Most non-media files go into /sdcard/Download. As another reviewer has pointed out, the angled plug is the wrong way round for using with the N7 in a stand so if you've got the space, you might want to copy music or videos onto the tablet to play them rather than streaming them.