That's a really crappy way to do it. Get yourself maybe 4 or 6 each
male and
female IDC connectors. Also get some
two row header pins and while you're at it some
single row (useful stuff). Then with an old floppy ribbon cable you can make good, solid programming cables and breadboard adapters and a programmer adapter with ease. Won't cost more than a few bucks. They last good and they don't fall apart or short circuit and kill your nice new programmer. See my site for pics of what they look like, and also a how-to for making a good PICkit 2 cable adapter.
Fine
No internal oscillator, but fine. I bought two recently.
No comment. I don't know about these ones, except that the LF is a low power model. I don't have any of either.