I have an old HP Color Laserjet 4500 and it works well. The "n" at the end of the model number almost always implies that it's a network printer. This means it will have an ethernet port.
I use an ethernet connection for printing. It's the best way to go if there is an ethernet port. Those USB to parallel cables may not work since they probably don't have Mac drivers. I'd try to get it working via ethernet first (if it has the port).
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