I would do it this way (see attached). The only way to get zero current draw is to completely disconnect the input power. Relays are horrible components, but the only way to do this effectively. Everything semiconductor like will have a leakage current. The attached circuit is activated by a push button, the PIC then switches on the transistor, which energises a relay coil and the relay contacts bypass the push button, holding on the supply. When the PIC switches off the transistor, the contacts open and the circuit voltage collapses. The 1N4148 stops the back emf of the coil.
OK, relay coils take a lot of current to drive them, so you might be better off living with the leakage current of a FET (to replace the relay contacts) over a relay that needs lots of current to activate it. All this might be insignificant compared with the current needed to drive your load though...