If you have the money, save yourself some pain and buy a PICkit 2 or Junebug. I don't want to undercut Bill's sales but will point out that the PICkit 2 comes assembled, which eliminates one potential problem for a beginner.
I don't know that they still do it, but a couple of years ago when I bought my PICkit 2 from Newark they threw in a good assortment of baseline PICs. Nice bonus worth a few bucks if you are willing to live with the limitation of baseline PIC's, mainly the 2-deep stack. I made a "LCD billboard" using a 16F54. No sweat!