Welcome to the forums. Good man, you chose PICs. These are easily the most supported processors for hobbyists AT THE MOMENT, with the Arduino's Atmega processor coming up fast from behind.
For openers, I recommend you forget those two compilers you mention and start learning with BasicMicro's Nano boot-loading chips. You can literally start running programs with a Nano18, a breadboard, a DC adapter, a switch and a handful of electronic components. You can get the skinny on how to do that here:
http://blog.basicmicro.com/blog/category/kenjj/bbnano18/The downside of this way is, how do you know where the problem is when something goes bust-o? Did you misswire something on the breadboard? Is the code bad? Did the magic smoke leave the Nano? This is why it pays now to spend now and get a development system board, which ensures the problem isn't in the wiring (although you CAN run a jumper wire to the wrong place!).
The beauty of a bootloader processor is, all you need is a USB port to program it with, and that's already built into the PC you're writing code on! When you think your latest code is ready to test, you simply press the "Program" button and Studio (the Nano compiler) takes care of all the programming foo-for-all for you! And the compiler is FREE!!, with a great set of commands, functions and math capability not generally available even in some expensive compilers (unless you pay seperate for a math option!).
Keep the faith. Take care.
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