I only have experience with PICStep,www.fromorbit.com/projects/picstep/. I've built one so far and it's working realy great.
When I get all parts this or next week, I'll complete the remaining two.
Building a PICStep is relatively easy and cheap but you have to make your own pcbs.
And for a interface to your parallel port, I've put some optocouplers on a piece of prototype board. The PICStep has also microstepping so maybe you don't need to move up to a Gecko.