I don't live in pittsburgh (im a hillbilly) but having visited pittsburgh, there are a few highlights i would like to mention -
1- the mattress factory - this is an AWESOME installation art gallery. they have a lot of fixed exhibitions, but it truly is one of a kind. a must see.
2 - pittsburgh film makers - if you're into photography or video art, you need to check this place out. for a membership fee, or individual fees you can a. take video or photography classes b. check out equipment (ie, expensive cameras that i couldn't buy w/ a year's salary) c. use their spaces, ie studio and darkroom. my photo prof drives 6 hours there about 4 times a year just to utilize their color processor which is much wider than our school's
3 - i think it's called the beehive - it's a really hip coffee shop in maybe the strip district? i still don't know the pittsburgh neighborhood names too well, but i always make a trip down there. i always find great strangers to chat it up w/ whenever i go in there. and i love coffee.
4. holding your breath going through the tunnel into town - always a personal challenge for myself. it's possible, although i wouldn't recommend doing it if you're driving. but just coming through the tunnel and when you get that first glimpse of the city - it always gets me excited.