You can always either (a) purchase, or (b) make your own version of the Rev Ed AXE029 programming adapter for use with a breadboard:
http://www.rev-ed.co.uk/docs/axe029.pdf
While ostenisbly for the 18X and 28/40 pin chips for breadboard work make a convienent programming adapter for any PICAXE.
The AXE029 is also included in the
PEBBLE breadboard layout program under the terminal block grouping if you use PEBBLE.
And . . .
yes, you could use the AXE021 project baord for the 08M and just let the bottom pins hang over the edge of the 8-pin socket
With the "M" series chips, the Serial Out and Output 0 share a common pin.
The pin must be conencted via the programming lead back to the PC when downloading a program since data is sent back to the PC during a program download for verification purposes