both are pretty good. Pickit 3 supports a slightly wider range of parts, pickit 2 has some nice addons like uart etc, that didn't make it into the pk3 version. I used to have a pk2, but it broke, so now have 2x pk3s, and am pretty happy with them. They are cheap and cheerful, but you can do proper debugging with them, and they cover most of the parts microchip do.
If you are looking for analyser functions, then a salae would make a good investment.