Hi,
You will often find Microchip units recommended over third party clones as some of them had a poor reputation in the earlier days.
However those units you show do look good and value for the money.
Have looked at the videos etc and still seems there are no eeprom chips that would allow the Programmer To Go fuction which is as you described , though if it is something you think you will need email them to find out, though for most hoobyists is not an essential feature.
I would also order a standard 2x16 lcd ( not the serial one , imho) and the chip of your choice the 16F877A is a popular choice for many web base project.
What you might want to do is make up a dil header so you can plug in the chips with less pins into that 40 pin socket.
Many web tutorials and projects use the smaller chip though there code can easily run in the 877A with minor mods.
What are you going to program in Assembler, C ??
The PK3 is the very latest unit, but the Pk2 will do you for many years I'm sure.