In the days of DOS, interfacing to the parallel port was widespread. Trying this in Windows still can be done but I've found out the hard way that weird things happen with the parallel port when the system starts up - this can make your relays click. Best to stick with the serial port -although this is absent on many laptops these days but can be solved by using a USB ->serial converter which are fairly cheap these days.

The serial control lines can be manipulated fairly easily in windows as there as API calls to do this, but I try to avoid these techniques where possible - best to have a box of tricks (micro) to do the hard work. If you want to get a little tricky - try a game joystick - plenty of pushbuttons and windows API calls to support it. And all through USB. Crack one of these things open and wire in your own pushbuttons etc.