Im your man. Except for Grad school Im a life long resident.
The question on where to live is pretty dependant. Do you have kids? Do you want to be in the city? How old are you?
As regards the city...
Alot of Duquesne people tend to live on the South Side or Mount Washington, both of which tend to be decent nightspots. The downside is neither are overly clean or crime free. There are parts that arent bad, expecially on the Mount. I lived on the Mount between school and marriage and loved it. The Mount also has an advantage of an incline which drops you right next to the T (Pitt's halfass subway) that goes into downtown.
Squirrel Hill/Shadyside is nicer and cleaner and more cultural. You tend to get alot of grad students/trendytypes over there with a lower average age. Theres good food (try Mineos Pizza), close to ethnic communities and some nice nightspots. The downside is alot of college kids and relatively close to some bad areas.
If you're looking to spend alot for an apartment you might want to look Downtown. Alot of nice new condos and apts are/will be going up, and its starting to look like Downtown living might become a viable option again. Downtown has everything bars, restaurants, theates, sports stadiums, etc...
If you are planning to buy I would recommend the burbs. Most are relatively close with a decent commute time. Taxes in the city as compared to outside the city are alot higher. The city is charging 3.75% income plus a relatively high property tax. Most townships around the 'burgh are at 1% income with much lower property taxes. Plus the school districts are better.
If you move to a suburb the question is North or South. South are the older communities with a more gentrified populace. Some very expensive areas and some very cheap ones. Mt. Lebo/Upper Saint Clair are yuppy central while areas like Baldwin and Brentwood are more middle class. The Southern burbs do have the advantage of being on the T line which means no need to drive to work. Thats being said, the roads down there are a wreck.
The North burbs are relatively newer and tend to be a little cheaper even thought the average income is probably a little higher. The roads are better. There is one multi-lane highway and two major roads leading downtown. Areas like Shaler, North Hills, McCandles, and Hampton are nice middle class areas. Cranberry, Pine, Richland and Franklin Park tend to be more expensive. The North (and I may be biased cause I live in Shaler) has more there, better parks and a better feel.
If you can give me a better idea what you're looking for I can narrow it down alot more for you.