On Wednesday and Sunday nights in the summer, the city shows free movies on Flagstaff Hill in Schenley Park. Sometimes there are concerts too.
The City Paper is a great (and free) news, arts and entertainment weekly. It's available at just about any coffee shop, bookstore, street corner, etc.
As with other Pennsylvania cities, Pittsburgh was once a major industrial center. This means there are many large abandoned factory buildings in the area. These can be excellent buildings for squatting if one can be found without meth-cookers, a high asbestos/mold risk, and without regular police patrols (this means maybe one third of them).
Be aware that many amateur photographers like large abandonments, as they are rather photogenic. Follow the anarchist moral policy of not giving one another shit and you should be okay.
Places to Dumpster Dive
One surefire place to find usable leftovers is Breuggers Bagel's in Squirrel Hill. They throw out a great deal of plain bagels at the end of the night.