Skip the trouble of finding a parking spot in downtown and head up to the Schenley Rink. Beautifully surrounded by Schenley Park with a great view of the pittsburgh skyline (ofcourse not from the rink) with plenty of parking along the schenley drive - this is a must try place for those first timers or for that matter figure skater or sidney crosby wanna be :)
You can bring your own skates and just pay for the ice time which is only couple bucks. If not the rental price for the skates is also very reasonable. Also, it does offer discounts for students and children. If you do plan on coming - make sure to call ahead since there are few different time slots and you can only skate for the time slot you paid for.