I love the Carnegie Music Hall! It's one of my favorite venues to see a show in Pittsburgh. This place is well built and you can really tell it's an older building because it was designed to be a great place to see a show when the musicians don't have their instruments linked into the sound system. I saw one of my favorite musicians here and she always has her band go completely unplugged at the Carnegie Music Hall (at least for one or two songs) because the acoustics are so awesome. Parking is on street only and if you are a generally late person you may have to search a bit for a place to park. I always show up about 15 minutes after the doors open and I've never had any problems finding a place to park. Just make sure you read the signs because I have seen people get towed for parking in no parking areas.
My only complaints and depending on your take on it, this is either a bonus or an annoyance (I find it annoying), the ushers are a bit intense so if you stand up they rush to you to tell you to sit down so you aren't blocking anyone. This is probably great for a band that doesn't make you want to dance but I have seen a lot of really rocking bands here and everyone in the audience is afraid to stand up and dance because the ushers are so insane about the standing thing. Also depending on the day of the week/start time of the show, traffic can be a real trial. If you take 376 from downtown to Squirrel Hill and then drive down the hill (the name of which I'm unsure) and past The Waterfront, you will probably idle in traffic for about 20-30 minutes. Generally the start time of concerts is 7:30 at the earliest so traffic will only be a problem if you are going to dinner in the area first.
They also have a bar of sorts. I'm not a drinker so I did not explore that too much but it looked like they had a (small)variety of wines to choose from.
When all is said and done this is one of my favorite places to see a show.