Well just as kind of a update, my PICkit three got here today! After a couple hours of using it, I found that it's not as bad a Dave Jones made it out to be. MPLAB X isn't that bad either.
I did come upon a bug though, when I first tried to download a program onto a PIC, MPLAB told me that "PICKIT 3 firmware version is too old. You must have firmware version 01.28.08 or higher" (or something like that). I did some googling and came upon
this thread on the microchip website forum. They said that you had to downgrade MPLAB X or use the older software MPLAB to update the firmware. Well I didn't want to downgrade MPLAB X so since I had downloaded MPLAB a while back I decided to go down that route. I was able to upgrade the firmware with MPLAB but it still gave me that error message in MPLAB X.
Luckily MPLAB X also came with this handy little programing utility, and with that I was able to program my first PIC error free!

After programing the PIC a couple times, MPLAB X started working. So I guess I'm good to go for now.
Thanks to all you guys!

Dan