Hi, (finally somebody read the sticky first).
Sending information between PICs is easy, you are probably looking for some sort of serial transmission (less wires) maybe SPI, UART or I2C (it depends how many PICs you want to connect together).
As for PC to PIC connection, I would also recomend you to use serial port, it's easier to do than Paralel port.
And as stated in the Sticky, I highly recomend you to learn Assembly language, it's worth it. You can't build very complicated projects with Basic style languages.