The only reason to put a higher voltage on vpp/mclr than vdd is to put the chip into programming mode. The Pickit 2 or other programmer you use should do this for you.
For normal running, you'd tie mclr to vdd with a pull-up resistor. If you want to reset the PIC with a reset button or something, have it ground out mclr. If you're using ICSP, you'll want a high-enough value pull-up resistor so the programming voltage doesn't bleed excessively into the Vdd pin, or include a diode in the pull-up circuit.