Why use another chip to control outputs? Well the answer to that is that the PIC can only supply up to  25mA. This is fine for logic levels, and even small devices like LED's, but you can't drive a relay, motor, piezo siren etc with a PIC..

    The ULN2003 is a very cost effective chip that acts like a switch. It simply switches an earth to/from an external circuit, and can withstand a continual 500mA current drain and a maximum 50V. All this for $0.47 AUD.

    Internally the ULN2003 looks like this;

    There is only one power connection, a common ground (Pin 8). Here's an example of driving a high power LED with logic voltages via the ULN2003 (note the LED is being driven by a 12 volt source, but controlled by the logic voltage);

    For inductive loads, such as motors and relays, Pin 9 is connected to the loads +V to shunt back EMF safely.

    Using the same analogy, this chip is my primary choice to controlling external components, its cheap, effective, and requires no operating voltages, simply a common ground. Keep in mind that you will have a voltage drop of about 0.9v-1.0v on the UL2003 when in circuit.