My first experience with microcontrollers was with an OOPic-R. It allowed me to make simple robotic experiments without worrying too much about the code. The object oriented programming flow makes everything work fast and is easy to program.
Recently, I tried another variety of PIC's, the dirt cheap PICAXE. The included programming interface is a breeze to work with. Also, to physically interface the PICAXE, you only need an RS-232 port to program it and two pins on the chip (no need to do level shifting). I've embedded the PICAXE in very small containers (SMD and DIP chips available) and it has worked quite well.
I have no experience with programming microcontrollers in assembly. If you want to try that, the AVR might be more suitable because of it's bigger user community.
As far as I know, the cheapest way to program an AVR using ATMEL's tools is the ATMEL AVR ISP mkII for 35$. You can find third-party programmers for 10-15$.
