Just moved from Pittsburgh after living there for 5 years.
You can get great non-official Steelers and Penguins T-Shirts in the strip district. That is basically what everyone there wears. For more formal occasions, like church, they will wear their official Steelers jersey.
Expect to see people dressed like it was 2001. (Cargo pants, gel spiked hair, ect.)
Make sure you try some of their terrible cuisine. Not only does it taste like flavorless shit, it is also pretty unhealthy.
At night, go "dahn" (Pittsburghese for down) to E Carson street and hit on some fat chicks. Just to warn you, all those girls that look like hookers, aren't actually hookers. Thats just how the girls dress.
Careful driving there, everyone is either on their cell phone, texting, or just has their head up their ass. Don't expect anyone to use their turn signal. Do expect a 15 min delay at any merge point.
There is a place in Market Square (Dahntahn) called Nettleton's. They sell Alden, Carmina, Vass and a few other brands of shoes. The proprietor Scott is a really nice guy.