Depends. If you care about minimum current as is the case in battery operated devices, then yes. Do set them as inputs with proper pull up enabled inside the PIC or a large size output.

I found that makes no difference, at least for the chips I used, to set them as outputs logic low, and use no pull up or down. Pull up/down can also contribute to current consumption.

I attach the page 2-4 of the Tips and Tricks, file DS01146B regarding I/O that has more info on this.

Ioannis

Name: Capture.PNG Views: 1265 Size: 146.1 KB