1. Personally I'd use a Transistor.. even one of those tiny SMD Digital Transistors with integral Base Resistors... takes next to zero board space and only one component...

2. Second choice I'd put in series Diodes on each PIC pin leg. The Relay will still pull in.

3. Pick a Relay with a higher coil Resistance and drive from one PIC pin. If I really must drive a Relay, then (obviously your application will dictate what you use), I tend to use Reed-Relays (500R coil) directly on PICs... some even have integral back-emf Diodes built-in. Anything bigger than that - see option 1. I don't like driving Relays (or any inductive loads) off the same power-rail as the PIC's supply anyway.

4. Only if absolutely nescessary just parallel the PIC pins. I don't like this option... not at all. During Power-up, the PIC can come up with I/O's in a random state... Sods Law (like Ohms Law but different) states that your pins will come up in the most unfortunate combination to ruin your day. But who am I not to help along disaster...