Even though I'm not from the area, I love to go to PNC Park to catch a Pirates game. Great stadium and great place to watch a game and have a fantastic view of the city. All the more better if you are staying in the city, it's an easy walk to the stadium, about 15 minutes from the Westin or the convention center area.
Only drawback is the food/concessions. $15 buys you 2 hot dogs and a bottle of water. Do yourself a favor and eat at one of the many restaurants in town before walking over to the park to take in the game.