I didn't do anything wierd, just what's been known to work since whenever...
.1uf caps on both sides of the PIC, or wherever there is a power pin or ground...
the clock circuit, whether it be an oscillator chip or a crystal stays relatively isolated from everything else...
a good fat cap on the power supply output, even if it's a battery pack, along with a middle sized and a smaller one near the output before it even gets close to the PIC...
a few .1uf scattered here and there wherever I thought they might do some good around the circuit board, whether that be an actual PCB, a solderless breadboard, or a soldered perf-board matrix...the only drawback to all of those capacitors everywhere is that your initial load on the power supply is a bit big when initially turned on...
and lots of ground lines. Don't daisy chain grounds or power lines. That's a sure recipe for wierd stuff happening.

Again, nothing wierd here, just a bit of overkill I guess...
JDG