A bit of an open ended question there. What microcontroller are you going to use and what language do you want to use?
If you want a Microcontroller that all the basic hardware stuff has been done like crystal speed and power supply then I would go with Arduino board http://www.arduino.cc/
. It's fairly easy to learn and they have a lot of libraries to use including a PID library and its based on c++.
If you want to build one from the ground up then there is a lot of microcontroller but I would say the most popular one would be Microchip's PIC, it had a free IDE with a c complier in it, there is a huge range of PIC's as well for really basic 8bit one's to 32 bit one's. Here is some code for a PIC PID controlled heater http://www.microchipc.com/sourcecode...er_project.zip