You should study the TechnicalNote.PDF referenced above by Brian. It explains both the X10 PLC protocol and how to interface with a TW523 (PSC05 is identical except for enclosure and price). You should also study the datasheet for the PIC you choose.
You only need one TW523/PSCO5. You control it with your PIC. The PIC datasheet RX & TX refers to serial input/output. My preference would be to reserve these pins for other, more exotic uses (e.g. SPI). You need one external interrupt pin for ZC and any convenient input/output pins for X10 RX & TX.
At your LED, Lamp, TV, etc. you need other X10 lamp and appliance modules (e.g. LM465, AM486).
Also, since you have no other X10 PLC transmitters, you can get by using the PSC04/PL513. This will simplify things as you have no need for RX.
Finally, you probably do not even need a PIC. Whatever you are interfacing the WiFly with undoubtedly will have enough processing power and surplus pins to handle interfacing with a PL513.