The closest thing to the Pickit in the AVR world is probably either the AVRISP Mk. II (I would recommend the original, it's not that expensive, and available from most electronics distributors like Digikey, Mouser and Element14. The AVRISP Mk. II can program almost all AVR chips including the Xmega (except the AVR32 parts, which aren't that interesting IMO). The AVRISP Mk. II is a professional tool, and many people have good experiences with it.
The disadvantage of the AVRISP Mk. II is that it doesn't support on-chip debugging (JTAG/debugWire), which allows you to set breakpoints and single step through the program running on the actual silicon (as opposed to debugging in the simulator). The affordable solution is the Atmel AVR Dragon, which supports programming like the AVRISP Mk. II, but can also debug all ATtiny/ATmega that support debugging (both JTAG for the larger parts and debugWire for the smaller parts). The 32k code size limit was removed in recent AVRstudio (firmware) last year. Downside of the Dragon is that it's a bare board without case or cables (you need a USB cable and some flat cables). It also has a reputation for being sensitive to being touched near the DC-DC converter, or USB undervoltage, but this seems much improved by the later revision (from 2009 I think, so any distributor should have it by now), which has mounting holes.
The JTAGICE Mk. II is basically the more robust version of the Dragon, but is much more expensive. Don't buy any of the cheap JTAGICE (Mk. I) clones, they can only debug a handful old parts (ATmega16/32/64/128 I think).
There is also the STK500, which is a development board which includes a programmer (debugger), but I believe it's end-of-life. It supports most DIP-style AVR's (including the Xmega), and has some neat features like an adjustable power supply and clock generator. The new STK600 has basically the same features, but supports the Xmega and is a lot more expensive (the DIP adapters alone are as expensive as the STK500).
One reason for preferring the command line tool is so it can be incorporated into Makefiles, which you can't (easily) do with GUI tools, although Atmel also supplies command line tools. AVRdude also has the advantage is that it supports many programmers, including things like the Arduino bootloader, through the same interface. AVRstudio only supports Atmel programmers (or clones). I would recommend to start with AVRstudio, since it works out of the box. You can also add WinAVR if you want to program in C. It supports simulation, programming and debugging (with the necessary hardware) all in one package.
Other popular IDE's are Code::Blocks and Eclipse (with AVR plugin), but they need more setup, and are generally used with C. Debugging may also be more limited. You're also free to use any editor of choice, and do compilation/programming through a build system like Makefiles. There are also commercial compilers/IDEs available, which tend to be more friendly or produce better code.
One reason why AVR may be more popular is because AVR-gcc, a free open-source C/C++ compiler, is available for (almost) all of them. In the PIC world, I believe only the PIC32 is supported by gcc. I think there is some open source compiler support for the 8/16-bit PIC parts, but it's much less mature. You have to choose between a non-optimizing compiler or paying money for one (and hope everyone bought the same one), and most run only on Windows. There also appears to be more open source software like USB stacks for the AVR, although you can argue whether this is a cause or effect.