I am building a parallel port interface board for my lathe and am stuck on what method to use to control the spindle. I have figured out that the driver board for the lathe spindle is analog input (speed is determined by voltage).

The motor was designed to spin between 100rpm and 2800rpm, the old controller used 100rpm increments.

100rpm = 0.67v input
2800rpm = 8.46v input

So right to the point, should I use PWM, PPR, or PDM? I want to use something that is easy/cheat to build, and also easy on components (i.e doesn't try to spin the motor up to full speed instantly!)

I assume you mean from the printer port? You're going to need an op-amp style low pass then.. There are tons of circuits out there.

similar to this
http://www.picbasic.co.uk/forum/showthread.php?t=245
picture of the schematic
http://www.picbasic.co.uk/forum/attachment.php?attachmentid=40&d=1077243747

as far as not wanting to be a hard on/off - That could be done all in HAL. You would hook say a http://linuxcnc.org/docs/2.2/html/man/man9/limit2.9.html to the pwmgen. (i may be winging it here - there may be a better solution.) Also - I think pdm works better in this situation

sam