I would use a parallel port to do stuff like this. Serial port is for communications. Besides trying to lit a bulb may not work properly. The port may not be able to provide enough power.

In case Parallel port may not have enough power for you, you can use external voltage source and drive a relay using your parallel port. A word of caution, playing with your ports and external voltage supply can damage your port or your PC if you dont hook them up properly. I would suggest that you buy some additional parallel port which fits on your PC slot and experiment on that. In case you do burn it, you can replace it.