The only things that will wake a PIC are interrupts. They are detailed in the 'Special Features of the CPU' section of the PIC's Datasheet. If you now want the PIC to perform decisions based on the ADC value, it needs to be awake to do this - that's the whole reason you're waking it. After-all, if you need to make a decision isn't it best to make it when you're awake? You will need some external hardware (even if it's just a simple Hall-effect switch on your motor) that will kick the PIC awake if the motor turns whilst it's asleep - or as you rightly say, use a PIC with a couple of Comparators.

Mind you... you can get away with one comparator... feed your input voltage through a Capacitor to remove the primary 'nominal' DC component, then full-wave rectify, and feed that into the Comparator. If then the input voltage goes up or down from the 'nominal' value you can have the comparator detect that a movement has occurred (after all the comparator is simply looking for a voltage above it's reference threshold) and wake the PIC.

Melanie