A simple on-circuit RS-232 to USB converter
The FT232R mentioned by Toby is the standard solution. FTDI has become the main supplier of USB connection solutions for microcontrollers and other logic devices. You install a Vitual COM Driver on your PC (downloadable from the FTDI website) and then you use the USB as a transparent communication channel for your UART. Means that the PIC will only see UART in and out, and the PC software will think the PIC is connected to a serial COM port.



This is the minimum configuration. As you can see that it's hardly more than the IC and the USB connector.



A breakout board like this one only needs ground Tx and Rx connections with the microcontroller. If necessary it can also provide the power supply for it.

edit
m.Alin mentions the Microchip MCP2200 as an alternative to the FT232R. I didn't know the device, and only had a quick look at the datasheet, but it looks promising: only half the price of the FT232R, and has both UART and GPIO. Breakout boards available:  



(I'll study the datasheet a bit more tomorrow and report back.)