There are cheaper ways to get started with PIC development, but I quickly outgrew the inexpensive simple circuits and programming systems. The following is not an endorsment for any of the below products, simply a statement for what I use. Your experience with the following can vary greatly and any warrenties./guaranties are the responsibilities of the respective manufactures.
1. A PC (for use with the following).
2. Microchip PIC DEMO 2 Plus development board.
3. Microchip ICD2 (In Circuit Debugger).
4. CCS PCH compilier.
5. Microchip MPLAB (free) Intergrated Development Enviroment (IDE) with Assemblier, Linker and Librarian.
All of the above isn't cheap. Excluding the PC, total costs are around $500. You can order the Microchip products at www.buymicrochip.com.