also sherch google for "usb power injector" i found this one looks prity simple and can run of 9v ac/dc **broken link removed**
can suply 5V power at up to 500mA.
origionaly from https://www.siliconchip.com.au/cms/A_102685/article.html
Definitely PicKit2. This little chipmunk can do everything ICD2 can (the H/W is there, Microchip is still catching up with S/W).
The reason for way lower pricing is not inferiority to ICD2, but rather the better design and level of integration.
This seems to be the case with most of microcontroller tools these days, when just few years ago one had to spend hundreds if not thousands for a toolchain, they come for $49 or $99 from most microcontroller vendors. I recommend to start with PIC24/dsPIC, they are good for beginner and have lot of potential and functionality, although it's still easier to find projects using PIC12-PIC18.
If you do not want to limit yourself to PICs, have a look at Atmel AVR, Parallax Propeller, or even ARM chips (Luminary, Atmel, NXP and zillion other vendors).