Microcontrollers vs. FPGAs for dummies

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Okay, I don't know much about programming FPGAs, but I have a working knowledge of microcontrollers, and I was curious:

In uC's:
I use MPLab from Microchip (free edition), which has a free assembler in it (C compiler is extra).
I use a ~$40 USB programmer with included software (takes hex file produced by MPLab and burns it to uC).

What kind of software/hardware is required for FPGA programming? Is it feasible for a hobbyist to buy?

I have seen FPGA development boards for sale on the net (usually USB interface with computer, some with LEDs and COM ports and many I/O pin headers), but not many sites explain programming an FPGA chip itself (stand-alone or already inserted into a user-made PCB).
 
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