BIG FAT WARNING: If you're going to relay your Raspberry Pi / Arduino to mains electricity, be very, very careful! Mains electricity can KILL. Make sure you learn about safe shielding, connecting and grounding practices. Above all, be extremely cautious! I can't stress this enough. EDIT: For more information: http://tubelab.com/Safety.htm
Amazingly, I never had a single incident with that parallel port->breadboard+transistors+relays->lights setup from my high school days.