Many PIC's require 2V-5V to operate - some need at least 4.5V. For
the low voltage types, two AA cells (~3V) works fine. For those that
require 4.5V, or if you need more voltage for other parts of your project
(i.e. motors), then you'll need this circuit:

Powered by a 9V battery, the cheap 7805
voltage regulator (35 cents at Jameco,
if the link stops working) will provide a steady 5V source for your
circuit. The only other important component needed is a capacitor
on the output to soften current spikes and prevent brownouts - the
value is not critical, as long as it's above 10 uF or so.
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