Ok, I just wanted to throw a little dissent into the mix. While I really love the atmosphere of Caliban, it's just a little bit on the expensive side. They have a great selection , which is great, but definitely don't go in with less than 10 bucks expecting to be able to get what you're looking for, unless, of course, it's in the sale section outside. In which case, GO!
P.S. The main shop guy with wire-frame glasses knows a lot about the underground literary scene in Pittsburgh; try talking to him sometime