I made my own Solid state relay for high current devices (a big solenoid coincidentally);

but for run-of-the-mill stuff I have several of these little guys:
http://www.cnc4pc.com/Store/osc/product_info.php?cPath=24&products_id=133Solid state. Fast, silent, work great with MACH. For 8 bucks, it's not worth getting out the soldering iron . .
Just watch your current draw and make sure you use something that can handle it.
They have a nice selection of BOBs as well. I use their C1G . . . love the status LEDs on each pin!