Which densities?
There are seven different DPI qualifiers recognized by Android. Just because they're there doesn't mean you should support them all. By shipping fewer sets of resources you keep your designer sane and your APK a bit leaner. My recommendation is to pick just two or three and let the system automatically scale them for you.
“If resources are not available in the correct density, the system loads the default resources and scales them up or down as needed to match the current screen’s density.”
So which do you pick? In order of importance - HDPI, XHDPI, and XXHDPI. Collectively these cover 83% of devices. The other 17% may experience inexact pixel placement once scaled and there is some cost (both memory and CPU) to the automatic scaling. In the vast majority of cases this is negligible and you ultimately should optimize for the majority. Serving emerging markets might mean focusing on MDPI and HDPI.
TIP: Have full screen tutorial images? If they absolutely must be bundled, just ship XHDPI version to save on size while maintaining decent quality. Also consider changing the design to something that uses the real app UI. If that's not an option dynamically downloading the right version would be a nice middle ground.
