@Mame,
It depends on how much you are willing to spend. If you want to say a bit and still be near the city and in an area where there is stuff walking distance - try Waterfront-West Homestead. I stayed there for two nights. I stayed at the Hampton Inn and I think there is a courtyard next door. There is entertainment right across the street but also you are very close to downtown Pittsburgh.
Now if want something not so "chain-like" or if you want to be in the city, there are some others right in Pittsburgh-obviously it will be more expensive. Personally within the city I really liked the area around Heinz field. The hotels are typically less money and it is very "new-like" around there and a bit more neighborhood like and you are just over the bridge from the main part of the city.
I am sure there are other neighborhoods, and I got advice on here as well as to some places. So I am sure others will chime in.
I just decided I would get some rewards points and be a little less to be outside the city. The Waterfront part has a river behind the two hotels and we got river view so it a nice spot. The only negative of where I was - the cell phone service was spotty. Oh and there is a waterpark right near where we stayed for the kids.