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.
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.