When you say sometime it doesn't work... what do you refer to?
programming or the blink?

make sure you have set the EPIC software to program the config fuses. I know there's an option somewhere.

when you program it, make sure you (or the programmer) tie/load the PGM pin to gnd.

and the usual, Both VSS and VDD connected, 0.1 uF close to the PIC, MCLR to Vdd.

No loose connection between the PIC and the crystal+Caps. And short distance between the PIC and the crystal.