If you're going to program EPROM that also has the program you're running on it, well then you'll probably have to settle for two EPROMs, and make sure your program is sitting in the EPROM that's not being reprogrammed.

There are serveral flash rams about now that are really easy to program. Take a look at Atmel's AT28C256 32kx8 EEPROM. You can write to it just like you would a normal SRAM. Much better than farting about with programming voltages and the like!

Matt.