If your going to a show or a Pens game at PPG arena, I would highly recommend Shales. The drinks are cheap, the service is dive bar appropriate, and the crowd is usually determined to having a good time. On a slow weeknight there can be some sketchiness, but for the most part they keep the riff raff minimal.
Oh, and the men's room is down right disgusting. So best to go wee before you get there.