I've got a PICKit3 and it works perfectly fine. (Two actually, got one at work as well...)
It integrates fine with Microcode Studio using the command line tool, it works from within MPLAB and it works with the standalone software. It can be a bit confusing because it needs different firmwares in it depending on to which software it's supposed to talk to. At least that was the case with MPLAB8 and one time I managed to somehow brick mine when switiching firmwares so I had to use a second PICKit3 to reflash it. Might have been able to rescue it somehow other than that, I don't know.

Now, with MPLABX and the IPE I haven't quite figured out the all details yet but it works fine for what I'm doing with it (which is programming PICs). I wrote a short post showing how to setup MCSP to use the PICKit3 via the new MPLAB IPE software, here it is.

It's just too bad that MPLAB is cumbersome to work with and that MicrocodeStudio doesn't support using the PK3 as a debugger.

I wouldn't hesitiate buying one, and for the price of a genuine one I wouldn't bother with a clone.

/Henrik.