On devices without a full-size USB port (read: most), using external USB peripherals - like keyboards, mice, game controllers, etc. - is basically a non-experience. In order to use said accessories, you need an OTG cable, which essentially converts the microUSB port of a device into a full-size port.
Right now, you can get one such cable from Amazon for $0.83. Yes, eighty-three cents. That's crazy cheap. Not only is this cable useful and affordable, but the shipping's free, too. You really have no excuse not to buy this right now. So do yourself a favor and hit the link below. It's well worth it.
Update: If you'd prefer something a little more compact, you can score a set of two OTG adapters for around two bucks from Deal Extreme.