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I've installed basic miktex and it runs nice, but there is another on the website that say pctex available for download, one thing that I know is pctex is trial version or purchase it.

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At least a few people in our math department use it, but I've never seen the added value versus TeX Live. It's annoying that they didn't have e-TeX support by default, even 12 years after it became standard. –  Mike Renfro Mar 10 at 14:39
    
@MikeRenfro: Hmm, the question is not about a difference to TeX Live … What is “it” in your comment? –  Speravir Mar 11 at 0:04
    
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“there is another on the website that say …” Please add the link to this website. You can edit your own question. –  Speravir Mar 11 at 0:07
    
@Speravir "It" was e-TeX support. And as you noted below, most of what I'd say about TeX Live applies to MiKTeX. I tend to recommend TL because my users are on both OS X and Windows, and I can keep things simpler. We started out primarily on Windows and MiKTeX, but eventually switched to TeX Live when later versions of MiKTeX stopped working easily from read-only shared installations. –  Mike Renfro Mar 11 at 13:55

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If you are happy with MiKTeX, then stay with it.

I do not know PCTeX, and hence cannot say anything about potential advantages, but one important difference is: MiKTeX is open source and available for free, while PCTeX is commercial, cf. PCTeX v6 info.

Mike Renfro linked to a thread in PCTeX webforum where you can read that only some years ago PCTeX had no e-TeX support, a TeX enhancement which is the base for most of today’s LaTeXing and included in MiKTeX. I do not know if this has meanwhile changed in PCTeX.

Mike also mentioned the other big TeX distribution TeX Live. For differences to MiKTeX see What are the advantages of TeX Live over MiKTeX? The question title is tendentious, but some answers are about advantages of MiKTeX over TeX Live.

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