Henrik,
Thanks for helping me with this. I don't know why my setup is showing the data slightly after the rising edge. I am using a similar micro (18f26k22), only I am using the internal Osc at 16MHz. Your output shows that the data should be good on both the rising and falling edge.

Each SPI line I am using has a 3.9k resistor between the PIC's I/O and the device, but nothing else. (I have a resistor on the Clock, CS, DO, and DI signals)

I like your logic output. I am using a pickit2 to load the hex file and program the Pic. I am wondering if I am missing out on some decent tools by not using MPLab.