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If the parked domains are listed in many directories can that cause problems to me with search engines that will consider the content as duplicated and thus penalize both domains?
If the server returns a 301 moved permanently response, then you won't have any ranking problems, since the search engines should recognize your main domain as the primary one. But, Yahoo has been known to list the redirected domain name, and show the primary domain's content, and if you later plan to develop the parked domain separately, you may experience a delay in ranking after turning off the redirect.
If the server returns a 302 moved temporarily, you will be in the middle - The search engines should recognize that the content is over in your primary domain. However, people have reported problems in the past with 302ed pages taking over rankings for what should be the primary domain.
I guess my question is why do these parked domains have listings in directories (and presumably other inbound links as well)? If you're building links in anticipation of developing these sites, I would go ahead and get some unique content on them (perhaps then in turn linking to your main site) until you have a chance to develop them fully.