BTW, for a semi-permanent connection during the development phase, solder a 1x5 header (right angle is best) and do not use the pins. It is best to place these pads near the edge of the board.

The PicKIT2 has a neat feature called "AutoLoad & Program". In this mode, everytime the HEX file changes, it will automatically load it and program the PIC. This makes it really convenient during development - no matter which compiler you use. I believe it checks the time and date stamp and whenever this changes, it goes and does it thing. No need to figure out a way to integrate it into your compiler or development system.