The software is definitely very easy. You just download, click on the radio buttons what you want to display and it just starts running. The software that I used, LCDCenter (see link in article linked above), is Windows based and takes no time at all to set up. I have heard that Linux software is easy to find as well. Compared to the time to wire up the parallel port cable, the software was a breeze. The cable took about 20-30 minutes to strip, connect, and then get the heat shrink wrap covering it. The software took me all of 5 minutes to install and get working.
Before I started I thought the software would be the hard bit as well, but the whole project is pretty straightforward.
FWIW, the displays that I have are 2x24's with EL backlights. I wouldn't recommend anything smaller than a 1x24. 1x16 or 2x16's are simply too small to be of much use. 2x24's are about the bare minimum that I think is really useful. 2x40's actually allow a fair amount of stuff to be displayed but they take up a fair amount of space (a 5.25" slot as opposed to a 3.5" for a 2x24). But don't buy a 1x16 or 2x16. You'll probably be disappointed unless all you want to display is your CPU speed and the date.