Some nice tutorials to get you started with PIC18F can be found **broken link removed**. As vijay s said, you can use the C18 from microchip with these PICs, which is explained in the tutorials. The free version of this compiler is completely functional with no code-size limitations. Only some compiler optimizations are disabled, but you will not notice this for normal usage.
Other possibilty for 16F PICs is the CSS lite compiler, which is also free and can also be integrated in MPLAB (the free version has also some compiler optimizations disabled, the same holds for the free version of the HiTech C compiler).
A much cheaper option for the ICD2 programmer/debugger from microchip is the very popular PICkit2, also from microchip. It support practically all PICs in the product range of microchip. It really is an excellent programmer, and can also debug PICs in circuit. Since microchip has made the source code and schematics open and free to download, you can find compatible, but cheaper PICkit2 clones around, e.g. **broken link removed**.