Hi Skimask,
A JDM clone fresh from eBay is all I use, It came with winPIC800 and that wouldn't work for me, I do not remember why. ICPROG does work, and I haven't had any real issues with it. It was cheap and seems reliable. It did not come with a manual, it has a jumper you have to move when you change from the 18 pin to 40 pin PICs.
JS