Describe PIC programming with PicBasic Pro here.

Well, I was on my own and I wanted to start programming microprocessors. I had seen some people using a book called Physical Computing and it seemed like a good book so I bought it at Amazon ($20). The book is a very easy introduction into using programmable microprocessors to connect your familiar computer to the physical word. It has lots of pictures and easy to read schemes. Personally, I think there are already good ready-to-use commercial sensor interfaces that can make this connection so unless you like to nerd on this stuff or have specific needs or are low on cash, it's probably a better option to just buy such an interface. (I have specific needs)

http://www.melabs.com
This is the American company where I bought the PICBASIC PRO compiler ($250), the melabs serial programmer + accessories ($120) the Microcode Studio Plus IDE ($50) and a small set of essential electronic components ($7.50).
Okay, there are way cheaper ways to do this, but I always put the amount of time I save into the equation (In general I use macs too, mostly for the same reasons). These tools give you (besides your computer (windows 98se up till XP), a breadboard, a voltage-adapter, a 9v-battery and the PIC's) everything you need to get going fairly easy. After I received the package it took me about 6 hours to get my blinking led (and I'm sure many can do it much faster!).
Also: I haven't tested it yet but these tools should also work on a mac. For this you'd need a Keyspan serial adapter (Keyspan USA-19HS (45 euro)) and VirtualPC? software.

http://www.microchip.com
This is the manufacturer of the PIC's. I guess this is the cheapest place to buy them. There are many types and sizes of PIC's and they cost from, say, $0.50 to $10. Here is a nice search engine that shows many features of the different PIC's in one easy viewable table.

http://sample.microchip.com/
Here anybody can order a limited amount of PIC's for FREE!! You can order a maximum of 4 types of PIC's, 3 of each type. That's 12 in total. You can do 2 orders every 40 days. So it's a good way to get started with PIC's.

http://www.farnellinone.nl/
This seems to be a good place to order electronic components in the Netherlands. You receive them by UPS the next day.

http://www.conrad.nl
I've been more familiar with Conrad for buying some electronic components, up till now.

edo paulus.