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USB OTG cables SUCK
An OTG cable cans still provide power when the data lines are fragged. When you connect your Android it should show up in device manager. If it doesn't, its new cable time. Go for short but high quality cables and expect them to last about 2 weeks tops during development.
If the GamePad starts acting weird, restart Unity
This shouldn't be the case but sadly it is. Sometimes you even have to restart the PC too. Its annoying, hopefully they will fix this in 5.
The Logitech F710 is weird
This controller seems to cause problems with my PCs, both of them so I avoid using it. I use a generic AfterGlow 360 controller on the PC and either a Nyko playpad pro or NVIDIA Shield portable for Android.
Whatever, if you use one of these, keep it set in X (xinput) and not the D(direct input) mode.
I also had to copy the XInputInterface.dll into my Unity project to get this working in the editor, although it works fine in the actual player.
Android SDK and Unity Versions
I had a problem where AAPT (Android Asset Packaging Tool) was crashing. I used the SDK manager to uninstall several versions of the Android Build tools until it started working. I think version 20 was the first version that worked.