You should open following ports in Windows Firewall of your Windows VPS:
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Make sure that the Remote Desktop default port 3389 is allowed in Firewall's inbound rule to do remote desktop connections to your VPS.
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If your VPS is going to be a web server hosting websites on port 80 for HTTP and on port 443 for HTTPS please make sure that these ports (80 and 443) are allowed in Firewall's inbound rule.
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If you are using SmarterMail, you will need to allow the Internet Mail Server (SMTP) default port 25, SMTP alternative port 587,SMTPS port 465, Internet Message Access Protocol (IMAP) port 143 and the Post-Office Protocol Version 3 (POP3) port 110 in Firewall's inbound rule. You should also allow port 9998 which is used to access the web interface of SmarterMail.
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If you choose to use FTP, you will also need to allow FTP server port 21 in Firewall's inbound rule.
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To connect to the Microsoft SQL Server(2008 or 2012) remotely, you need to allow TCP port 1533 in Firewall's inbound rule.
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If you have selected WebsitePanel as your control panel you should allow ports 9001, 9002 and 9003 in Firewall's inbound rule.
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If you choose to use MySQL, you will also need to allow port 3306 in Firewall's inbound rule.
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To access phpMyAdmin, you need to allow TCP port 8080 in the Firewall's inbound rule.
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IIS Web Management Service uses port 8172. So, if you have configured IIS for Web Deployment, you should allow port 8172 in Firewall's inbound rule.
In the VPS with Windows Server 2008/2012 OS, generally above ports are allowed in Windows Firewall by us. Hence, you do not need to add them from your side.