PIC Microstick vs Pickit
There are, at the moment, 4 different flavors of Microstick boards:


Microstick for 3V PIC24F K-series. Supported parts: PIC24F16KL402, PIC24F16KA102, PIC24F08KL302, PIC24F08KL402, PIC24F08KA102, PIC24F16KA302, PIC24F32KA302
Microstick for 5V PIC24F    K-Series. Supported parts: PIC24FV16KM202, PIC24FV08KM202, PIC24FV16KM102, PIC24FV08KM102, PIC24FV32KA302, PIC24FV16KA302
Microstick for dsPIC33F and PIC24H Development Board. Supported parts: dsPIC33FJ64MC802, dsPIC33FJ128MC802, PIC24HJ64GP502, PIC24HJ128GP502 
Microstick II. Supported parts: all 3.3V PIC24FJ, PIC24E, PIC24H, dsPIC33, and PIC32 28-pin SPDIP packaged devices


The Microstick boards are development boards which also have an integrated programmer/debugger that only works with the microcontrollers that they support. If you go this way, I suggest you buy the Microstick II dev board (@ $35) as it supports the most microcontrollers. And no, the Microstick boards have nothing in common with the Arduino boards.

The PICkit 3 programmer/debugger supports all the available Microchip microcontrollers to date. And it's under $50. A great investment if you're planning on working with different families of PIC microcontrollers. Note also that the Microstick boards don't support any of the 8-bit PICs.