16Bit ADC
Yes, you will have to use a separate device. The resolution on the microcontroller is limited by the noise generated by the microcontroller during normal operation. At least one of the midrange PICs have a 12bit ADC inside, but only 10 bits are valid. I saw a preliminary release on a chip a few years ago.
To get a good reading with a 16 bit ADC, you need to pay close attention to board layout (like Beowolf said). You may also want a dedicated voltage regulator and some isolation in the communication to the PIC.
There are ADCs available that use serial communication like SPI and I2C.
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