What do you think is the best option?
That depends upon what YOU want to do....whether you want a pure programmer, versus a programmer plus a built-in tutorial board.
PICkit2 is a programmer.
Junebug is a programmer with a built-in experimentor board for the PIC 16F88 & 18F1320 µC's.
PICkit2 can program 5V and 3.3V PIC's
As standard, Junebug can only program 5V PIC's.
If you are just getting interested in PIC's and want to explore the options without spending a wad of cash, Bill's Junebug may be the most cost-effective, since it has the basic 5V programmer and a tutorial board combined...for two families of the PIC range...the 16F and 18F.
The Starter PICkit2 kit @ $35 comes bundled with the LPC (Low Pin Count) Demo Board, which is suitable for 20, 14 & 8 pin MCU's. You have the Demo Board with the ability to swap in some Low & Mid-Range MCU's, but not the more common 18 pin devices.
The Debug-Express PICkit2 kit @ $55 comes bundled with a 44 Pin SMT PIC16F887 MCU and you have no possibility to swap it out for another chip.
OK, both options (PICkit2/Junebug) are capable of programming
most of the popular range of PIC's available, but
only one has the built-in facility to develop fully interactive programs from the hardware supplied as standard.
I'm not trying to influence anyone here, I have a genuine PICkit2, a Velleman K8048, a DIY Feng3 JDM board etc. but no Junebug (as yet).
Weigh up exactly what you want to achieve, what the programmer/dev board can provide to aid you, and what you wish to spend...in that order.