New guy finishing off a mini mill build

[m_c]

In all honesty, you need to consider what controller you'd like to use.
The parallel port is largely dead (for Mach, anything newer than Win7, or any 64bit OS, it just won't work), so I'd be considering an external motion controller.

If all you want to do is run 3 axes and a spindle, then there are lots of options.
If you want to run 4 axes, and other functionality like a tool changer, then it does reduce options.

In terms of Mach, Mach 3 is probably still the most widely. It is no longer developed, but there is still a quite large community supporting it, and I doubt it's going to disappear any time soon.
Mach 4, I do think has improved greatly, but there doesn't seem to be that much community support for it.

If all you want is a basic 3 axes mill, options to consider are Centroid Acorn (beware of the limitations of the free software), CNCDrive (either UC or AXBB interfaces) and their own UCCNC software, PlanetCNC, or LinuxCNC.
There are also the plethora of other external controllers that rely on Mach3/4, like Pokeys, PMDX, and the cheaper CS-Labs controller.

If you want to run a more complicated machine, then you need to look at more expensive/complicated options, like CS-Labs (they do have their own software, but I've not heard a good review of it yet...), Dynomotion KFlop, LinuxCNC with suitable Mesa Card(s), and lots of other options which I can't think of just now.

[JAZZCNC]

Mach3 is an aging dinosaur and Mach4 is full of bugs so best avoided.

The other suggestions are ok but come with their own little traits, like Linux CNC having a steep learning curve for anything more than basic usage. The centroid acorn is a good choice but like been said watch out for the hidden gotchas with the software if you want ATC etc. Cslabs controllers are good but their own software is rubbish and they don't support mach3 anymore only mach4 and that's crap.

My choice without hesitation would be UCCNC and either AXBB-E or UC300ETH motion controller. I've recently changed from years of using Mach3 and fitting various controllers to machines I build, inc Cslabs and I can tell you with complete confidence that UCCNC now knocks the spots of Mach3/4 and is rock-solid stable.

The Motion controllers are of good quality and work well, the only gripe I have is that the motor outputs are not differential, but other than that they are well made and supported. The AXBB-E in particular is a very neat and capable little controller.
CNC Drive is very good with support and obviously because they make the software it's fully supported and any bugs fixed quickly.

The combo of Software and hardware just works straight out the box without any fuss or messing around which isn't always the case with some setups.