The Waterfront shopping area is right in Homestead. There's some bars, shops, and restaurants. The Improv (comedy place) is there, too.
You can check out a Penguins game.
There are a bunch of museums around, the Carnegie Museum of Art and Natural History in Oakland, the Carnegie Science Center and the Warhol on the North Side, and a few others scattered around.
You can take a tour of the Pittsburgh Brewing Company. They give you a free beer at the end of the tour.
The South Side has bars, shops, and restaurants.
I guess that is it.