I've got one too, I actually haven't tried to connect any HDDs to it even though I do have an OTG adapter. I don't really store much media on it as my music is on my phone and if I want to watch any movies on it then I just put on what I need and delete it when I'm done.
As far as the device itself goes I really like it, the form factor is the perfect size for me, I find 10" is much too big (OOO MATRON, OOO STOP IT, OOOO! etc). My only beefs are that, although it's supposed to be Google's flagship Play device, they don't seem to be doing much in the way of tailoring for it ie: I keep seeing reports of Tegra games running sluggishly as they haven't been optimised for it. They also haven't added the ability to rotate the homescreen yet, which is a pretty fundamental gaff, I am sure they'll address this with the next update though. Flash seems to have been removed entirely too, so site videos no longer play in Chrome, I think this is an ICS thing rather than Nexus specific though.
Other than that I've been using it almost everyday and it's really replaced my phone for most things, the screen is pretty nice (it's not exceptionally vibrant or hi-res, but it's definitely not cheap and nasty) I would highly recommend it.
