The biggest problem with Mr. Small's is that it's in Millvale, which is a tough place to park, and an easy place to get pulled over for no reason at all.
But Mr. Small's itself is pretty cool!
I do enjoy the old Croatian church turned music venue... it works well. The size of the venue is good as well. Big enough to bring in some pretty serious acts, small enough to remain at least somewhat intimate with said acts.
I've never been here and had a bad concert experience, and I've had a few good ones.