Parallels requires a login to OSX to start a VM, but I think you can set up an account under OSX that automatically logs in when you boot your Mac (haven't tried this) and have Parallels as a login item. I haven't tried this, so it's possible the hypervisor won't have finished initializing when the app is auto launched, but if that works, you can set up a VM to start when Parallels launches.
You can also set up a restricted account that can do nothing but run Parallels. It's an extra click, but it gives the kernel extensions time to initialize.