You're comparing software with hardware. Your comparison makes no sense.
Winpic800 is programmer software for an ancient Tait-style PIC programmer.
PICkit 2 is a programmer/debugger (hardware). Junebug is a PICkit 2 compatible programmer/debugger (hardware). Both are operated by the MPLAB IDE software.
Well, I don't think the Tait is much used anymore. It connected to the parallel port of the PC and programmed the PIC in LVP mode (if I've googled correctly).
Winpic800 is one version of software used to program PICs with it.
The AVR Dragon is excellent. IMHO it's the best programmer/debugger there is for newer model AVR's. If you need to work with older model chips you'll need an STK-500 or one of the other programmers though. Dragon support for older chips is nonexistent.
Well, I don't think the Tait is much used anymore. It connected to the parallel port of the PC and programmed the PIC in LVP mode (if I've googled correctly).