The PICKit 2 is the way to go IMHO. You can make a simple cable with a 5 pin header on one end and flying single pins on the other end to connect to PICs on a breadboard. You just have to look in the datasheet to see which pins you have to connect the free flying pins to for each signal.
Basically on a PIC you have 5 connections for programming -
Vpp (Programming voltage...goes to the master clear pin)
Vdd (+5V)
Vss (GND)
PGD (Data)
PGC (Clock)
Then when you design PCBs for your PICs, you design in a 5 pin header on the board with the pins on the header running to the correct pins on the PIC, then you can just plug your PICKit 2 into that header on the board to program it.