I do a write and a verify and a double check (my elven helpers help). This will be my fourth COOP run and to date, I do not know of a single mis-PIC program (albiet one of the COOPs was the etherdongle, which was not programmed). It actually is not that difficult to do as part of the COOP. Gives me time to catch up on a lot of the DVR programs that I have been meaning to watch.
And yes, programming the PIC is part of the offering.
I also +1 on the above comments. It is a good (and relatively inexpensive investment) that will help you greatly in your DIY life. Not only for troubleshooting, but also that some of the COOPs DO NOT offer pre-programming and the fact that firmware does get updated from time-to-time.
Kurt