I go to Pitt, so I’ve been to Knit One yarn store in Squirrel Hill. It’s pretty nice, they have lots of different yarn, Cascade and Plymouth–off the top of my head. They also sell beads and buttons.
I order online from Knit Picks a lot because you can pretty much get the same thing as at the store for cheap. But Knit One is good if you want that whole atmosphere.
I don’t know much about rural areas, but Pittsburgh is what I like to call a “fake city.” It’s not like Philadelphia or anything. Most people say it’s a really nice place to live and the people are nice. I’m from the Philadelphia area and find that kind of thing strange, so my opinion is probably a little biased.
Knit One’s a good bet, but there’s also Michaels and Jo Ann Fabrics if you’re into that kind of thing.