Stage AE was the venue that Pittsburgh desperately needed. Every show ends up being pretty intimate due to the size, the sound is excellent, and the beers are fairly priced.
Back to the size...Stage AE is large enough to attract big-name acts, yet small enough to not scare away smaller acts, which has allowed so many excellent shows to come through Pittsburgh that may have avoided the city, otherwise.
I've seen shows in both settings; indoors and outdoors. The sounds was great in both, and being in the city for the outdoors shows creates an awesome backdrop.
The location is also great, as there's adequate parking, tailgating, and restaurants to pregame in, if that's your thing.