Compilers...Free...sort of.

[slp_prlzys]

mikroelektronica sells various compilers
for pic ( i.e. Basic, C, Pascal),
but they have downloadable fully working demos,
with limits of 2k program words.
If your'e programs are less that that then you're set.
You'll find more than one ways to blink an LED and more.
mikroe

[PsyKotyk]

I found that hi-tech pic-c was the best freeware C compiler I could find. The free version has limitations in how large the chip can be (16F627 [1K], but not 628 [2K])

It was the only compiler I found that could handle things like complex structures, function pointers and callbacks. There are times when passing a function pointer can be more efficient than a giant switch or if-then-else statement.

[FunnyNYPD]

True. HI-tech does the best job for PIC16s and PIC18s.