When is it appropriate to use ferrite beads?
To filter high frequency noise.  Inductors' windings are capacitive at high frequency so they are effectively useless.  If you're worried about your circuit affecting other circuits (or being affected by them), I would only filter the I/O and power entry to your module, so that conducted noise doesn't leave your module on the I/O and power lines, which can act like antennas and radiate the noise, or pick up noise from other modules.  The other use, inside a module, is for sharing a voltage rail with sensitive analog components, such as an ADC with a micro.  In the case of your PIC, it usually doesn't need such a thing.