In nearly 9 years of domaining, I have never heard or seen that parking a domain name hurts it in any way. In fact, in the old days, I actually had a number of parked domains getting indexed on the first 5 or so pages in the major SEs!
Anyway, if you do want to park someplace that actually pays decently, stay away from Sedo, GoDaddy, Afternic - their payouts pretty much suck in comparison to DomainSponsor, NameDrive and Parking.com. Those 3 are your best bets, in that order. They pay *much* better, give you more options for customizing your pages, and plenty of reporting tools. Keep in mind that even with parking, your domains are still "aging".
If you purposely *want* to sell your domains, then you may want to park them at Sedo just so you can have Sedo handle the escrow and transfer issues for you, plus you'll be charged a much lower fee for those services if your domain is already parked with them. But if you're not looking for sale right now, don't bother. It's silly to put your domain on Sedo with a high for-sale price (or any price, for that matter) if you don't understand the real market value of your domain name. If you're new to domaining, you probably don't know what your domains are *really* worth, so you'd probably shoot yourself in the foot by naming a price. Besides, if someone wants your domain, they will most likely do a Whois search to get your contact info.
If you are putting up a website, then having the domain registered for 2 years (or more) at a time may help you in the SERPs, as the SEs will give your site a little extra weight just for the appearance of being more stable. Domains that are renewed one year at a time are viewed by the SEs with a more skeptical eye, *especially* if the domain is newly registered.
It sounds like you expect to keep your domains for awhile (not just flipping them). If you want to allow your sites to truly age gracefully, then your best bet is to put up some relatively decent content. It doesn't have to be much and it doesn't have to be world-class, but it should have average or better quality content. Then just let 'er roll. Over time your domain/website will likely gain a little pagerank here and there and maybe even some inbound links, all without any effort on your part. As others have already mentioned, a blog would be fine too.
Keep in mind, though, that your domains will do best if the website/blog is located on a true hosting account (not blogger.com or any other freebie "hosting" site). The freebie sites may actually do more harm than good for your aging goals (again, SEs generally take a here-today-gone-tomorrow view of freebie-hosted sites).
Best of luck to you!