I have a similar problem with my Macbook Pro. i bought it only last September and had never used a Mac properly before. I've tried an Iphone 3G, Android Phone and now a Nokia Lumia 625 (windows mobile OS). I can connect the Iphone, edit content via Itunes and it opens Iphoto. The Lumia also opens Iphoto but I can't see any photos that are on it. Both charge and show some sign of acknowledging the connection.
I have used a USB Stick (I'm not technical sorry) with the laptop before and set up a printer but I have never been able to find any external media devices (Iphone, Android phone, Windows phone, Ipod nano) through finder or on my desktop when they have been connected.
Then I try to find to find them both in finder. In finder's preferences, all 4 boxes under devices are ticked (My Macbook Pro, Hard Disks, External disks and Cds, DVDs and Ipods)
When I open the disk Utility app, there are 3 items on the left hand menu: 500.11 GB APPLE HDD ST500LM012 Media (my harddrive I assume) with a subcategory Macintosh HD. Then under those is a greyed out SuperDrive.
The Iphone has definitely worked with a Windows laptop before and as I said, I just can't find the devices in Finder. Sorry if my description is a bit erratic, i was trying all the fixes people have suggested here as I wrote it to make sure I didn't fix it. Any help would be appreciated otherwise it may be a trip to the apple store on saturday. Thanks for reading ๐