[daedalus]

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.

[vegipete]

Approximately 6 of one, half a dozen of the other.
I have had a (genuine) PICkit2 for a while, never yet used the logic or UART tools. (The UART doesn't match 'standard' headers and I don't know that it works with generic terminal software and I've got scopes for watching logic signals...) I had to get a PICkit3 recently to get support for new devices (certain PIC24's.) Microchip doesn't recommend the PICkit2 any more but there are numerous clones available. I got my pk3 clone from Sure Electronics - $25, free quick delivery.