I grew up climbing on the gritstone of Western PA and always enjoy climbing there when I’m in the area. About.com has a nicely edited list of the major climbing areas in and around Western PA. Due to continued access issues, one of the nicest (and most graffitied I might add) is not listed – Derry High Rocks.
Some of the best sites for navigating the climbing and bouldering highlights of Western Pennsylvania are Tim’s Climbing Page and Todd Mummert’s Climbing Page.
There are also two climbing gyms in Pittsburgh: Climb North and The Climbing Wall.