Two choices:
1) A third party dealer; and
2) Microchip
There are lots of third party dealers, but I have bought my programmers directly from Microchip. One advantage is that Microchip may give discounts depending on whether you are a student, teacher, and so forth.
Second, the PK3 has had problems that are probably related to its power supply. Microchip didn't blink at replacing mine for free. Check the forums and you will see what I mean. It even gave a substantial discount on an ICD3 when I upgraded. Third party dealers may not give that sort of no-question support. There is also the risk of getting a fake or clone from a third-party dealer.
Third, when one includes the cost to manufacture and support these devices plus Microchip's habit to send its products by express air carriers (e.g., FedEx), its profit on programmers is probably very small, if any. In my opinion, that translates into pretty good value, even though the price tag at the start may be a little higher.
My first programmer was a PicStart Plus, which was bullet proof. I liked the ZIF and also did ICSP with it using short wires. But it wouldn't support the newer chips, so I got a PK3. When not doing ICSP, I use accessory boards from Joshua 1 Systems (eBay).
PK3 became a bit temperamental after a few months and was particularly problematic with the 12F683. Microchip not only replaced it, but gave me a very good price on the ICD3. I have had absolutely no major problems with the ICD3. The only minor annoyance is the link to the PC is occasionally lost when it is left attached for long periods. I don't know the cause (e.g., OS, device, or mobo), and the link is easily reset. My programming efforts happen in bits and spurts -- usually late December through February. So, that little quirk is nothing I have lost sleep over. I only used the replacement PK3 once after getting it just to see if it worked.
I suspect I barely scratched the surface of the capabilities of either device.
I have used both Microchip products and clones, and both have performed the same with no detectable differences.
Pikit2,Pikit3,ICD2 etc.
The one thing the Pickit3 lacks is the signal generator and logic analyzer tool that Pickit2 has, which can be very useful.
I also had a problematic Pickit3 which Microchip replaced at no charge.
Max.
I like what the others have stated earlier. My main reason I buy from Microchip directly is (and I dunno if it's because I've bought from them several times before) but they will sometimes give you some of their products for free in your order.
If your intended micros are not all the latest ones, you might want to consider the Pickit2 also, it also functions as a generator and logic analyzer.
Although you may have to buy from a reseller as Microchip do not support it with later IC's.
Max.