The Rex is basically a little old theater that's been completely deconstructed and remixed... not entirely successfully.
Entering the venue I was very confused when my ticket was taken by the "box office" lady and then the big dude at the actual entrance point wanted nothing to do with my ID. I later (like 2 seconds later) discovered that the alcohol section is cordoned off away from the stage by some sort of trampy sheer fabric membrane. Big bummer.
On the plus side -- the floor is slanted slightly which makes it easier for the shorter among us to see the action on the stage. Also, street parking nearby was not terribly hard to come by which was a pleasant surprise.
Overall the experience left me without a strong urge to come back, but if I happened to be in Pittsburgh and someone good was playing I wouldn't completely avoid it either.