Well, I'd suggest you get familiar with low level programming and the interprocess communication and other basic Win32 API functions.
As to what device you would work with, I'd probably say the serial port is the best one to work on, because it's very simple.
Just don't cheat and look at the serial port driver in the WDK that I suggested you download, as I'm sure there still is a standard serial port driver in the WDK.
Edit: Don't get me wrong. You need to get the WDK, but you shouldn't be looking at the serial port sample code.
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Mats