I can't tell you what is "best" but I can share my experiences.
I began my PIC experience with a home built demo board/programmer that was centered heavily around the PIC16F84. It allowed an LCD to be connected, had several programmable LEDs, two potentiometers and some switches. It was more an introduction to programming the 16F84 than anything as the design of the board was very limited and inflexible.
After that, I discovered the SimmStick range of products and I stand by them as a learning tool. I started out with the DT001 programming board and several daughter boards; DT101, DT111, DT102 and DT106. Due to the modular design and ease of assembly, they allowed me to explore different projects in any order I chose. Then the SimmBuss board came out and the true demo/experimenter possibilities were released.
I still use the SimmStick base for some of my experiments. I usually jumper across from a larger breadboard and save the SimmStick side of things for diagnostic indicators, LCD feedback and RS232/RS485 communication.
You can find out more about SimmStick products at http://www.anonym.to/?http://www.dontronics.com
What's more, they have 50% off Simm products right now! Just keep in mind that you have to build the boards yourself. There's a lot of good info there even if you don't choose to go down that path