Are there any other cheaper programmer (cheaper than
ICD2) which support dsPIC?

I just come across the dsPICprog from mikroElektronika. 
It is not really very cheap (US$89+ US$25shipping). 
However it looks quite sleek.

http://www.mikroelektronika.co.yu/english/product/tools/dspicprog.htm
"USB 2.0 In-System programmer  
for Microchip dsPIC microcontrollers. 
dsPICprog is a programmer for the Microchip's new dsPIC microcontroller 
family. Scalable architecture allows you to be up to date with new 
Microchip's products in the future... 
Price: $89.00 USD
Shipping: $25 USD"
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