Another good simulator is MPLAB's MPSIM. It comes with your free copy of MPLAB. I recommend either one of the version 6.xx or version 5.xx as the newest version of MPLAB (7.00) still (reportedly) has some bugs.
Although I use MPSIM to test most of my code (before I put it on the pic), I also use PIC Simulator IDE by www.oshonsoft.com for LCD programming.
PIC Simulator IDE has many nice features but it is still a work in progress. (a 30 day full capability trial is available and if you like it, it is something like $20 US).
I really like PIC Simulator IDE from www.oshonsoft.com, I only mess with PICs a little, but it has helped me figure my coding out. It has a built in lcd, oscilloscope and microcontroller view and it can deal with assembly and basic compiling. The only thing I would like to see in it is a programmer support. It also supports many different PIC controllers also. The cost is $19.00 and was well worth it to me.