How do I get started with PIC programming?
Today, one way to get started with PIC programming, for about 35 dollars (plus ten dollars shipping) you can get the PIC24F Microstick 3V.

To program this, you download and install MPLAB environment, and add the separately downloaded MPLAB C30 compiler.

The Microstick is a tiny board "about the size of a stick of gum" with a USB port to plug into your PC. With this you can program the PIC, examine memory, run the code, and debug with breakpoints and single-stepping.

The device comes with headers you can install so that you can plug it into a socket on your own board, so there is no need to transplant the chip between the stick and your environment.