Ok, so you have now
got your programmer, and you have a PIC or two. It is all very well
knowing how to program the PIC in theory, but the real learning comes when
you try your code on a PIC and see the results yourself in a circuit.
You could build a
circuit each time and program the PIC to see if the program works, or you
can make yourself a development board. A development board allows you
to simulate the environment around the PIC. I have included a circuit
diagram to show a very basic and cheap development board. You can, of
course add LEDs and switches to this, but I have included the bare bones.
You can monitor the Input/Output pins by connecting LEDs directly to the
pins, and they will light up when the pins go high. Also, you can add
switches to the pins, so that you can select which inputs are high, and
which are low. Basically, what I am saying is if you start with this
circuit, you can add whatever you feel necessary.

I will run through
the circuit diagram, which I admit isn't much, but it will give you a feel
of things to come.
The supply rail is
set to +6V, which is the maximum voltage of the PIC. You can use any
voltage below this right down to +2V. C3 is known as a 'Bypass'
Capacitor. All C3 does is reduce any noise on the supply rail.
X1 is a 4MHz crystal. You could use a parallel resistor and capacitor
circuit, but the cost of the crystal is negligible, and it is more stable.
C1 and C2 help reduce any stray oscillations across the crystal, and get rid
of any unwanted noise etc before the signal goes into the PIC.
There, simple, huh?