Gaucho is as good as it gets. The only problem with Gaucho is that it's too popular, and the wait can be ridiculous. I recommend going on a weekday at odd times like 3pm if possible to avoid having to wait at all.
If it your first time at gaucho, I strongly recommend getting the Asado platter. The Asado platter contains 4 pieces each of 5 different types of steak. It's $50, but it has enough food to feed 2-3 people, so not too pricey when you split it. Get it medium rare. Trust me, the way they cook their steak, it's meant to be cooked medium rare. Try the steak by itself and then with their four dipping sauces just to get the whole experience.
Even though they're an Argentinian steak place, their vegetable dishes are amazing. I'm not much of a vegetable person, but every salad or vegetable dish I've gotten there blows me away. If you're with 2-3 friends, I recommend getting the Asado platter and a large salad and another vegetable dish. It comes out to around ~$20-25 per person.
There's no other place more worth it that Gaucho. Nothing in Pittsburgh compares. If you're trying to impress your friends who are visiting, this is the place to take them.