An OTG cable is a good idea. They are under 2 dollars on Amazon, just be sure to get one that ships from the US (assuming you live in the US) so you don't have to wait forever for it to come from China.

Flash drives + OTG doesn't work without root but you can still use controllers(more on that later),keyboards,mice and plug phones and cameras into it to exchange pictures.

Personally, I think a screen protector is unnecessary, but it really depends on your needs. I also don't really care for the case you got there. This case cost less and has more features. If you want to put out a bit more for a good looking product I highly recommend The Portenzo Bookcase with intelliestand. They also have premium cases if you find those too plain.

If you are looking for a wired controller they are all pretty good and supported. Wireless controllers are about to go through a boom and you should wait until the holiday season when there should be an explosion in the number of these.

Besides that I highly recommend a stylus(5 below or amazon) if you like to draw or write, maybe a pair of headphones (Stereo Bluetooth headphones are even better since the audio jack gets in the way in some positions) and a small Bluetooth keyboard if you plan on typing a lot.

I ordered this from amazon for $7 plus outrageous canada shipping fees. Works great for the past few months for me. http://www.amazon.com/Poetic-HardBack-Protective-Google-Android/dp/B008IEGS9W