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There's always the top of the line Microchip PICKit3, if you plan extensive PIC work in the future: PicKit 3
Does programmimg of baseline, midline, and 18F PICs, plus higher units, and does limited debugging.
Here is a PICKit2 clone with a universal programming adapter with three ZIF connector sockets for $30 less then the PK3: PICKIT 2 & MCU Universal ZIF socket for PICkit 2 or 3 - eBay (item 220670200678 end time Sep-19-10 00:25:15 PDT)
However, you have to get the driver software from Microchip, not these guys. Then again, Microchip is still selling PICKit2s for $35, but there is no processor programming board as with the Ebay kit. The PK2 is universally loved for doing so many other things besides work as benchtop programmer. It works as logic analyzer, serial port analyzer, as a standalone in-the-field programmer, and in a mode called "on-the-go".
And if you Google on "DIY PIC programmer" you get stuff like: Program a PIC microcontroller - DIY Life
This YouTube video has a quick blurb on how to program a PIC with various programmers, then plug the PIC into a breadboard to run an LED. He ends by demoing a PICKit clone he built himself, then directs the viewer to his site where he shows how to build one. There were gobs of hits in this search. Try it yourself.