If you use Mikroelektronika tools then you might be better off using their programmer as it's supported from their IDE.
If you are using Microchip's tools, then you are better off buying a PK3, or ICD3.
The Microchip tools work fine, there might be some differences if you are used to previous tool versions like the Pickit 2 software as opposed to the IPE, but that's like every tool, you get used to the differences.