I'm more of an enthusiast than an expert but the PSO was one of my favorite things about Pittsburgh in winter.
Despite the fact that they were between music directors and had a series of guest conductors (or maybe because they were in transition) every performance I went to (except maybe one) was very exciting. The whole hall vibrates with a cozy intensity and the seasons have been very varied - classics, modern stuff, interesting guests - so we always found one or two performances that we really wanted to hear.
The cheap last minute tickets are a great deal, and if you look presentable, they'll put you in the dress-circle.