This list seems a bit paranoid, but you are probably fine in pittsburgh if you:
*Use a ulock on your frame every time.
*Be sure that whatever you lock to can't be removed from the ground easily.
*Don't leave either of your wheels unsecured, especially if you have quick releases. You can lock your wheel with security skewers, a cable attached to your ulock, or you can use a single longer style ulock (through the frame, rear wheel, and the front wheel detached from the bike)
*If you have a nice saddle, you can protect it with a small cable or a diy bike chain 'lock'. Even if you don't worry much about the seat running away, Don't use a quick release seatpost clamp, it's just too easy to grab and go.
*Don't leave your bike outside overnight if possible.
*Don't ever leave your bike unlock for 'just a second' while you run in to a store.
*Lock your bike to something when storing indoors, especially in a garage. At least try and lock the wheels to the frame so it can't be ridden away.