I have never had an issue with pickit3.... The only pain is the way it starts up... If you have a little programming adapter you need to specify the voltage... If you forget, it spits it's dummy out and you have to unplug it and re-connect to star over..... If the target board has power, then there is no difference....
My biggest annoyance was using a pic16LF1828.... It will not allow me to set a 5v voltage... It does, however, still program the chip at 3.3v.