Android :: Apps - Communicating With Device Plugged In USB Port

I'm thinking about an Android app (with possibly an accompanying physical device), and i'm trying to figure out whether this is something that's feasible.

1) Let's say I plug my Android to my PC. Would it be possible for an app installed on the PC to communicate with an app running in the cell phone? I just need a very simplistic data exchange, it can even be one-way (just data pushed from the cell phone to the listening app on the PC, whenever the cell phone wants, I don't need any data sent from PC to phone).

When I plug it in, the phone gives me 4 options (charge, disk drive, HTC sync, tethering), which makes me think this is not doable, but still worth the shot.

2) Would it be possible for an app on the PC to talk to an app on the phone through any other way? (Wi-fi, bluetooth, etc). I'm guessing no on wi-fi since neither party has the other's IP (and I want this to kinda just work, not having to input IPs manually all the time).

3) If I make a device that's plugged to the little USB port at the bottom of the phone (and let's say this is a magical device that can do anything, I don't quite care about those details as long as it's doable). Can I have an Android app talk to that device?

4) Any other ideas to make the phone talk to a "device" that I make, or to an app in the PC are more than welcome. Going "through the web" could be an option (although there'd have to be a central server that I own as a middle man, I believe). But i'd prefer if the communication was direct between the two devices.