PicKit2 and 3 are both programming devices and debuggers. On release the PicKit3 was slated because of poor software, no idea if thats been improved, maybe it works better under MPLABX (Microchips integrated programming environment, which also sucks IMHO - Microchip really should stick to hardware).

Pickit2 which is super cheap (especially the clones) and is generally concidered to be OK. Unfortunaly it does not come out of the box with 18F87k22 support. There is a piece of software that allows you to add devices (Pics).

Pickit2 clone on ebay £6.17, at that price got to be worth a spin.