Android is a great platform but as some of you have noted, not all are created the same.
A few recent updates to the OS have causes some OTG connectivity issues and if you do some google searching you can find the Android guys are working on it. A recent bluetooth issue has also come up with the most recent 5.1 update.
That being said we more often than not see bad or non OTG cables being used. This is the most common reason for the App and Hotwire not working on any known working device.
This cable works perfect and is the most common format for most of todays android devices:
http://www.amazon.com/Lindy-0-5m-USB.../dp/B00DCZWIY6
Note that this only works on the Hotwire, and will not allow you to plug in other USB devices like thumb drivers or keyboards, etc.
If you're having issues, post up your device, current OS version and I'll do my best to walk you through a few tests, etc.