A staple in Pittsburgh shopping. My favorite thing is to come here @ New Year's Eve, and load up on cheap seafood, meat, delicacies, etc., and come home and have a big party with movies and not even watch the ball drop.
Wholey's has the best selection/price of seafood in the city. Everything is the epitome of fresh (you can watch them fillet fish with the motorized fish DE-scale-er, pretty gruesome). They also have lots of surprisingly good things... fresh squeezed juice, gourmet cheese, good nuts, olives, etc.
Wholey is a great Pittsburgh business that I'll forever endorse/support.