I'm using Parallels 8 on a Mac mini to run Windows 7 Professional. When I plug in a USB device, a Window pops up asking if I want to use that device with Mac or Windows 7. You can also hold ALT to remember your choice. It doesn't seem to matter what I choose, because the USB devices always work for me in both Mac OSX and Windows. After you install Parallels and configure Windows with it, there will be some options/settings to select. Install Parallels Tools (within the VM) and set up sharing in that Virtual Machine (part of Parallels) so that your drives are accessible in both.
If you're concerned about Parallels working and you being able to use all of your devices, then the answer is YES. Buy it, get it now. I'm a PC user... from DOS 5, Windows 3.1, Windows 95, Windows 98, Windows 98SE, Windows XP, and Windows 7. I'd looked at Macs but they were too expensive for me and there were none to try out... but then came Windows 8. So, I bought a Mac mini and eventually got Parallels. My plan was to "try out" OS X with a cheaper Mac mini with my own display, keyboard, mouse, etc... and then sell it and upgrade to a Macbook... I never went that far. I installed the max. ram of 16 GB (which I've never needed) and installed a second hard drive.
Anyway, I'm still primarily a PC user because of my job and the software I need at work... but at home, I'm slowing migrating toward OS X. Everything works in Parallels, it just does. It's great. Even Windows 7 runs better, faster, smoother in Parallels on my late-2012 Mac mini than it does on my work Windows PCs.
I use Parallels and I can connect to any of my USB hardware with no problems. I can copy or move files between OS X and Mac seamlessly. Everything is great.