CMU is a wonderful school (full disclosure, I received my master's degree here). I feel extremely well served the CMU experience, the instruction, and the facilities. I made lifelong connections and would highly recommend it to anyone who feels as though they have what it takes!
Pittsburgh, as a city though leaves a bit to be desired. There is no performing arts scene to speak of compared with similar sized cities, horrible food scene (including a plethora of crappy mid-western pizza), and insane drivers.
Recommendation: if you go to CMU leave your car in another city (an watch yourself as a pedestrian, two of my classmates were hit by cars as pedestrians).