If you have kids, Pittsburgh's International Children's Festival (http://www.pghkids.org/) is something to look forward to every year. This year the festival was held May 16-20 (Wednesday to Sunday) in Oakland at Schenley Plaza and the University of Pittsburgh theaters. My son isn't quite old enough to appreciate theatrical performances just yet, so we took advantage of most of the free activities (petting zoo, carousel rides, music performances under the Schenley Plaza tent, percussion play with everyday objects, blowing bubbles, "shooting" (rolling) glass marbles in a ring, various arts/crafts activities) and paid $5 each to enter the huge, colorful, 'balloon castle' that is Mirazozo (see the pictures I took). Wonderful family fun!
Edit: Please note that the address listed is for The Pittsburgh Cultural Trust which is located downtown. The Children's Festival has been held in Oakland for the past several years (and a long time ago it was held on the North Side).