Have you looked at Microchip's "Microstick"?

http://www.microchip.com/stellent/idcplg?IdcService=3DSS_GET_PAGE&nodeId=3D=
1406&dDocName=3Den556208

for $35 you get a programmer and 4 different PICs.  OK, it has a limited
set of targets, but depending on what you want to do it might be a pretty
painless way to get going.

--McD


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