I've done it several different ways depending on the combination of computer & rig. On my 746Pro at home that I use most often with digital modes, I just made a simple interface myself by taking a long 1/8 mono audio cable and cutting it half. I soldered the ends to the Din connector on the back of the rig (one for TX, one for RX) with a 1:1 isolation transformer inline of each cable to eliminate any ground loops. I also wrapped it around some ferrite for good measure. The total cost of the interface was about $15. I just control the rig using a cheap USB CI-V cable from ebay.
On other rigs, I have used the MixW RigExpert interface. This is a very good unit, but it is overkill in a lot of situations. I had a specific need for something like this, so it fit the bill. You can purchase premade cables for different rigs or even make your own if you need to.
Don't forget about the Rascal by Buxcomm. They are a fairly inexpensive alternative to making your own and they work well.