I'm wanting to control and communicate with a PID controller
OK. Any old PID cpntroller? Or some specific one?
and send data to a PC from an Arduino Duemilanove.
I'm trying to keep costs down. Can I do this without adding any other devices?
Presuming you have a PC and the USB cable that came with the Arduino, you can have the Arduino send data to the PC, using the serial port. That's free.
Presumably, you'll need to have or get a PID controller. Which one you have/get will dictate what else you need to communicate with it.
Sorry I can't be more help. I dropped my crystal ball, and now it doesn't work on your frequency.