Whilst the PICKIT2 won’t support some of the larger program memory PICs available because it’s own internal memory is limited, it is in my opinion a better programmer as it’s faster than the KIT3, cheaper, and you don’t have to keep reloading it’s operating firmware depending on the PIC range you want to use.
I have been asked on several occasions why the PICKIT2 doesn’t support the 18F25K22 PIC when it does seem to support the K20 variant, and the reason is simple. It does, but you do need to update your device file. The K22 variant was released after the K20 variant and that’s probably why it wasn’t included at the same time.
The above link in to the Microchip website will allow you to download the latest PICKIT2 software (currently v2.61) AND the Device file (1.62.14). Look on the right of the webpage under the heading "What's new !".
Upgrade your software if required, and then replace the device file with the one you’ve just downloaded and after this, the V22 device should be available for you to select.