Debugging with PicKit is definitely a very big advantage. Cortex has that, too. JTAG programming + debugging with a $30 dongle (or build your own, which is essentially just a FTDI breakout board).
I think PICs have better/more peripherals compared to AVR, but for free toolchain, AVR is definitely the way to go.
avrgcc is state of the art official compiler, that's free and open source. Doesn't get much better than that. ARM is similar.
If you just want to try another MCU, I think ARM would be a good idea because of the better open source tools (GCC/GDB), and it's also more "different".