Forgot to mention that MICROCHIP will give out samples (three at a time I think ) and National Semiconductor also has samples, (voltage regulators, LM34, etc) You can get resistors, capacitors, and resonators cheap from surplus stores like allelectronics.com.

You may want to try to start with a mix of 16F676, 16F684 both have internal oscillators and for something a bit bigger a 16F877A (needs external OSC). The 18s are a bit "cranky" to start with but you will soon work you way up.