If you're looking for something totally different but completely authentic, I highly recommend this. The Pittsburgh Banjo Club performs at the Elks Lodge every Wednesday night from 8-11. I have heard about this from friends and coworkers, and finally had the change to go last night.
So we definitely made a mistake by showing up late--the main room was packed and we ended up sitting in the bar area. You could still hear the music, but the view was not as good. I'd recommend arriving right on time, if not early.
Admission is free and drinks are cheap. A friendly lady selling 50/50 tickets explained that they use part of their share to pay the rental fee for the lodge while donating the rest to charity.
They also serve food. We didn't eat but everything that was brought to tables around us looked good!
This was a nice departure from the norm. I can't say that I would become a regular (you could tell some people are probably there EVERY week), but we had an enjoyable evening and I would definitely go back.