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When you are coming from Arduino Programming you're used to how easy it is to program the chip. After a few projects though, you get that it isn't wise to put €20 worth of Arduino in each and every project. That's where AVR programming comes in.
AVR programming allows you to make a bare minimum Arduino replica for a couple of Euro's. There are a lot of tutorials online on how to use an existing Arduino to flash a new ATMega chip and how to do it with an actual AVR programmer.
My personal favorite for day to day use is using the Arduino as an In Circuit Serial Programmer (also called ISP or ICSP). But when you brick your ATMega, you might need a high voltage programmer to get it back running again.
Over the course of the following weeks I'll be updating this thread in order to safe others the hassle I had to go through to get my "Arduino as ISP" actually working.
For now, here's a cheat sheet for the pinouts of the AVR chips.