You mean things like the 3.5" headphone jack, or the 30-pin connector? Those two are the only physical ports, besides the magnetic edge, which allows you to attach a cover.
You could buy the Camera Connector Kit, to connect USB devices, or SD cards, but only few USB devices will work, as a rule of thumb any device requiring large amount of power won't work. Then there are HDMI/VGA/Component/Composite video out cables connection to the 30-pin slot.
Or Bluetooth to connect wireless devices, though the bluetooth support is also slightly limited.