I always enjoyed checking out local improv when I was an undergrad; unfortunately, too many places just fell so...flat. Too often I would show up excited and leave unimpressed. When a friend of mine had his little sister coming to town, he needed something to do around the city that didn't include going to a bar.
Then we found Steel City Improv Theater.
Hilarious and talented individuals deliver improvisation at its finest. Come in for their free Monday nights, or enjoy their more elaborate Friday/Saturday/whenever shows. They usually have a post-show drink at Bites and Brews, and they always end each show inviting the audience to come out and hang. The theater offers classes and usually has special events--what's not to love?
I couldn't recommend supporting a better advocate of culture and arts in the area.