The price of USB flash drive has eventually gone cheap. Nowadays, you can get a genuine 16GB SanDisk Ultra dual USB drive 3.0 with plug-and-play support to OTG-enabled Android devices at the price of less than RM20.
This SanDisk Ultra dual USB drive 3.0 has 2 connectors. At one end is a USB 3.0 connector that is able to transfer file to computer at a speed of up to 130 MBps (or about 1 Gbps).
Note that there is another product called "SanDisk Ultra dual USB drive" without the "3.0" behind, selling at slightly cheaper price, which the USB connector is a USB 2.0 connector and the data transfer speed is much lower than the 3.0 version.
At the other end is a micro-USB connector that can work on the fly with OTG-enabled Android devices.
Similar with the warranty period of most SanDisk Ultra range of products, this SanDisk Ultra dual USB drive 3.0 comes with a 5 years warranty.
Once plugged into the micro-USB port of the Android device, this USB flash drive is auto-detected by Android as one of the external storages and is immediately accessible by File Manager of Android system.
SanDisk also provides a free mobile app called SanDisk Memory Zone for user to access the USB flash drive and to transfer file between it and the device's internal storage or flash memory card installed in the device.
However, I found the function of this SanDisk Memory Zone app is very limited. It doesn't work with the folders in the USB flash drive so you can only copy file to its root directory, and the copying process is pretty slow.
The only Android app I found that can work with it without hassle is ES File Explorer Pro (or its free version ES File Explorer).
ES File Explorer Pro is able to detect and use this OTG drive upon plugged in, and all file operations of copying, moving, renaming, deleting, creating, opening with associated app, etc. can work well without problem.
ES File Explorer Pro works equally well to access my SanDisk Ultra Dual USB Drive 3.0 with my HTC One M8 smartphone running on Android 6.0 and my Samsung Galaxy Note 5.0 tablet running on Android 4.4.2.