Could someone please provide a comprehensive list of which devices do and do not support USB Host mode out of the box with no rooting, OS rebuilding, or cable hacking required?
"Provide a comprehensive list?" Pretty tall order there, pardner ;)
Nevertheless, support for USB Host Mode is available on Android 3.1 or higher:
http://developer.android.com/guide/topics/usb/host.html
Here's an extremely interesting article about interfacing an Arduino to an Android:
http://createdigitalmusic.com/2011/05/android-adds-usb-host-mode-open-hardware-development-with-arduino/
And you can Google for specific Android 3.1++ devices that support USB Host Mode (including, of course, the Xoom tablet)
'Hope that helps