Just complementing the good suggestions already posted.
If you feel like programming, you may try VB, C or Java to build you own customized PIC GUI apps.
I used to debug modems with a simple VB app I just coded some years ago. Script files with AT-commands could be downloaded to the modem, and responses were formatted either in TXT, CSV or Excel (HTML tables, actually). The VB Comm Module may help you on arranging some ‘smart’ dialogues between PIC and PC.
The same could be done with C and Windows APIs for COM control and setup. You can work with all lines, even using DTR, DSR or RTS as alternative communication ports.
Windows APIs let you managing COM ports like any R/W file, using functions with self-explanatory names like fopen, send, receive, close, etc.
I/O files are treated the same way, so you can download script files to your PIC, or upload log files from your PIC to your PC. I’ve used the lccWin32 compiler and COM API functions from their API help. Keith’s MTTTY looks like a great option to avoid messing with C, anyway.
I’ve also used the old Hyperterminal for years as a quick debugging GUI, while the uC takes care of all text ‘make-up‘. Some ASCII characters are well-known: Care Return=13, Line Feed=10, etc., though you can also clear the console with ASCII 12d, get tabulated data with ASCII 9, or even beep the PC buzzer with ASCII 7.
I agree FTDI is an excellent tool for faster data rates, real-time monitoring or the like.
Good Luck!