I personally use the PICKit2 and ICD2, Never had an issue with either, the PICKit2 comes as a starter pack with a 16f chip on a demo board, very handy for beginners!
You can get the PICDEM 2 for example which the ICD2 plugs into and gives you a further range of toys to play with including serial, LCD, temperature, sound, clock, etc.
All very neatly packaged stuff!
The ICD allows you to debug your code within your circuit, but doesn't come with a 5/6 pin SIL for ICSP, you will need a adaptor for the SIL header, the ICD2 uses a RJ11 style header.
Wilksey