What sort of resolution are we talking about and how much jitter can you tolerate (ie how "clean" must the output signal be)?
I would think that your best bet is to use a PIC that has a 20bit NCO-peripheral. 18F25K42 is one such device. If you don't know how DDS frequency generation works make sure to read up on that in order to determine if it'll fit your application.
If DDS works but the NCO won't live up to requirements you might be able to use an external DDS-chip with a higher base frequency and/or higher resolution and use the PIC to control that chip.
/Henrik.
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