For mass storage and at least the Linksys USB100M ethernet controller, they work with the stock setup. No kernel modules or modifications needed. A few things will need a powered hub (injectors don't work as the device says it needs X mA, and if that is too much the n810 will not connect it). Note even the iPod and some mass storage devices will need this. Also, Mac iPods won't work because they have both different partitioning AND use hfsplus for a filesystem.
About half of the flash keys i've tried and roughly half the CF/SD/XD card readers don't need the powered hub.

(One device which did need a kernel module worked much better with a powered hub, but would connect and be recognized without one).

Latest Experiments:

The WiSpy does connect (anyone up to porting the viewer program?), as does a Zeevo USB Audio to Bluetooth (looks like an audio device and is supposedly supported with esd).