Haven't touched PICs in a while, but PICkit seems to still be a thing. I remember getting into microcontrollers by saving pocketmoney for pickit2 when I was in school. They also now have an even cheaper option - mplab snap ~30 Eur. That's approximately same as 1-2 official Arduinos. Not exactly month's rent.

At the same time a good JTAG probe like J-Link for arm micros can cost 300-800 Eur. There are both cheap and expensive solutions for most microcontrollers.