Personally, you'd be better off running DMX.
Why? Well, I won't go into 5 wire vs 3 wire DMX philosophy, or even data carrying or speed capacities. However, DMX is more rugged and durable, even though both are uni-directional signals(can't send and recieve on the same wire at the same time, AND DMX is strictly a "send only" protocol).
DMX can better survive long cable runs, as it's designed to. MIDI really starts to suck and delay after 30 feet, and maximum single cable length should not exceed 50 feet. I can safely run DMX over 500 feet with no problem but I really don't recommend it using a 3-wire conenction. A wire? Sure, but not a 3.
What do you need?
Well, you can have a MIDI sequencer or keyboard or other MIDI-enabled device capable of being a controller, and then use that to control lights by using a DMX controller, such a the DMX Operator, to convert your MIDI signals into scene recalls, since that's what that DMX console does: MIDI notes are used to recall scenes. Of course, different consoles have different MIDI capabilities, so read up before you jump in to make sure you get something that exceeds your needs now, so you can grow with it. For example, my DMX Operator, I bought in 2002, and I'm still learning it. It's easy to use and I've grown well with it, but alas, I will soon outgrow this much enjoyed bit of gear as my lighting needs are becoming more extensive.
Now, going Jingle's route is another way to go, which in many cases, may be superior. It all depends on exactly what you want to do. Pardon my ignorance, but it's because I don't have the spare funds to get into this area right now. Having a computer control your DMX can be done in many ways. As I suggested, a sequencing software package, such as my much aged "Master Tracks Pro" for Mac could be used to trigger MIDI notes to call up scenes tied to the playback sequence which may or may not contain MIDI performance data. I take the MIDI out of my MIDI interface into the DMX Operator, and there I go. The DMX Operator does the MIDI to DMX conversion based on how it implements it, and bingo, instant control. But at what cost? Well, not great control via computer.
Going with a dedicated product such as Compuware, allows lots of goodies and actually control, but as far as speed? Can't say, I haven't tried it. But I know it can be used in conjunction with a DMX controller, so the controller can give you quick access.
The DMX20L is a better deal. Period. Expensive, but the latest versions are selectable switching/dimming per channel, which is way cool, and I wish mine did that(mine are older). It is not controllable via MIDI, it is a DMX dimmer pack, so you need a MIDI to DMX conversion if you insist on using MIDI.
Now, laying it out, what do you get?
Well, Compuware is expensive. I'm not saying that to knock it, just letting you know, but you get a lot for that money.
You can go with other packages, and probably get what you want out of it, and save money. Chances are, you can probably save a ton of cash and never need all that "missing stuff". So, hey shop it around. Then again, maybe you go and buy a big expensive package and don't use all of it. Why do that? Well, in my case, this makes sense. I'm an audio engineer, and I do large live sound, but if lights start getting to that level, I'll have a full time lighting operator and designer, and that person can exploit that software to the best of their abilities.
But basically, to get started, you're better off with DMX dimmer packs and a DMX operator, it's cheaper than going the computer based route. Get a MIDI interface for your computer unless you already have one and research which DMX controller will meet your needs for say 3 years.
Enjoy the confusion. It's not that difficult really. Best to dive in. Once you have gear to play with, it all comes together fast.