One of the features in Android 4 is that it supports devices with USB host capability. USB host means that an Android tablet can act like a desktop computer when it comes time to access USB devices.
I wondered if I could hook up my Android phone directly to my Android tablet. I could, and it works like this:
1. I plugged a USB cable between the phone's micro USB port and the tablet's mini USB port. It took two cables, one of them having a female end.
2. On the phone, I turned on USB connection.
3. On the tablet, I went into Settings, and then turned on USB host for the USB port:
Settings > Storage > USBHOST1 > Mount SD Card
4. After a short while, the tablet recognized the phone as connected.
I used the tablet's File Manager app to view the files on my phone. I can then copy files back and forth. Probably play media, too, but I didn't test this.
(Note that the phone does not see the files on the tablet, and so it's the tablet that carries the weight of file copying.)
The other thing I found is that the tablet charged the phone's battery!