there a serveral ways to connect your fpga board to your pc to test and debug your application.
1. USB Blaster
this is a very common way and interfaces between USB and JTAG, but this requires an CPLD with some logic (the sources can be found) and the USB IC
2. Ethernet Blaster
like the USB Blaster but with Ethernet Interface to your pc, unfostunately not faster than the USB Blaster
3. ByteBlaster
This Interface is between your LPT Port of your PC and the JTAG connector of your target PCB. a very simple and easy interface, just one simple latch and a few resistor. but this is a slow interface compared to the others. the schematic of the byteblaster is available via altera web site.
all these 3 type work with the altera development tools and the target fpga.
if jtag speed is not the main task, but an easy logic is, i would go for the byteblaster. as i had done this lots of times until USB blaster got cheaper :-)
you are correct, the bemicro is badly documented. i too have one and the i still haven't found more information about the usb implementation they have used. so bemicro is nice to start with but designing the first own simple pcb with a fpga is also easy. Cyclone III has some little pitfalls to take care about (for example if Vio is 3,3V).
what would be the minimum requirements for your board to start with ?