Help! Which programmer should I use?

I would like to start programming atmel chips. Right now we use PIC and use the melabs U2 programmer. Ive seen many programmers for avr, but what I would like to know if there is a programmer where i just put the chip in a ziff type adapter and program it without it being in the actual circuit like my pic programmer works. Also, should i use AVR studio 4? I have training in VB, C, C++ and Java. Im new to avr and atmel and there seems to be alot of software and programmers and Im not sure what direction to go. Any help would be greatly appreciated.

The Atmel Dragon I use is very good. It is also a debugger, which makes it very useful when developing a program.

Leon