I'm going to third (or fourth, I've lost count) the flying the PIC24 book. I use it quite a bit even when I'm not using PICs because of its easy to understand explanations. I recently used it to interface an SD card with an LPC microcontroller.
If you can borrow the book, or get it incredibly cheap I would recommend the book PIC in Practice. It does teach how to program the PIC in assembler which I think is rather pointless these days, but I think it's worth a quick read just because it explains the basic concepts of PICs and you can skip over the code. After you've got the idea (which should only be a few hours because it's a short book) then go straight to a better book that teaches PICs with C. But as I said, don't pay for this book.