Is it Electrically Correct to Direct Driving Seven Segment in Multiplexed Manner?
Assuming a common-anode display, if you want 15mA per segment you'll need a segment current of 4 * 15 = 60mA per segment driver (7 or 8 needed with decimal point), so the anode current will be as much as 7 or 8 * 60mA = 420mA or 480mA total.

You can forget about driving a multiplexed display that's that crummy (or is required to be that bright, if it's a high brightness type) directly with any micro. 

If you use a good (high brightness) display, live with more subdued brightness, and use transistors to drive the digits (anodes in my example) you can drive the segments directly from the micro at perhaps 100mA-150mA total safely, which will give you an average of about 3-5mA per segment.  

In such a case, I suggest a common-anode display with the PICs because the outputs are asymmetric and can sink current better than they can source it. You can use BJTs with internal bias resistors or dual MOSFETs to drive the digits, so only a couple parts, plus you should have a resistor in series with each segment.