Generally speaking USB is going to be better than the game port. Better support in the long run is one factor.
The connections will depend on the equipment. Some stick setups route the throttle through the joystick, which means only one USB port is needed. Some don't.
If you only have one or two USB ports on your computer, then get a powered USB hub and connect it to one of your USB ports. Be sure it s a powered hub, as a non-powered hub would require power from your computer and the manufacturer many not have taken into account the extra power needed to drive more ports in their design.
