Ok, get rid of everything but the power supply (connect a light bulb across it, verify 5v under a small load, use 3 alkalines or 4 NiCads instead of a power supply), the PIC16F627A, an LED with a 300-ish ohm resistor in series, 10K pullup to +5v on MCLR, and some sort of crystal/oscillator setup on OSC1... and put a small cap across Vdd and Vss on the PIC (very important step here!)

Double check your pin 1 on the PIC and plug it in.
Break it down...break it WAY down to bare bones.

Rewrite the program, simplify it as far as you can, one LED or a group of LEDs, doesn't matter, same thing, blink the LED...

Let us know what you've got after you get it broke down...

I don't think you've fried anything (although it's entirely possible), I think you're just forgetting something basic, and when that gets figured out, everything else will fall into place faster than you can spend money on it