Well, MiWi was made by Microchip, so in running on a PIC with the Microchip-made transceiver, I'd suspect it'll be more trouble-free than Zigbee. The main reason I'd go for Zigbee would be compatability with other Zigbee products.
No, I don't think you can simply pump data. Reason being the MRF24J is not a simple serial link but a complete link layer, and that's in the hardware. I think overall that's a much better idea. And the software's available from Microchip for the PIC so that should be fairly straightforward to install. The stack implementation should be encapsulated in their code, so I think it'll basically be "pumping data" to the software anyways.
I have a pair here I need to get running soon. Should be fun. They've got some hella impressive capabilities for $10.