I think I have been to Pittsburgh at least 10 times and every time I come to town we make the trek down to the strip district on Sunday to browse all the shops. There are plenty of stores and stands and foods to choose from. I was surprised to see the amount of Pirate gear being hawked on the sidewalks usually no matter what time of the year it is it's all Steeler gear. I actually picked myself up a Roberto Clemente shirt to bring back to Chicago.
I highly recommend the spice store, the coffee shop, and the doughnut shop as stops that need to be made. Also if you need anything Steeler this is the place to go.