Pittsburgh Area:
Bloom Cigars
http://www.bloomcigar.com/
South 12th st
Southside, Pittsburgh, PA
You gotta check this place out if you come to town, Marc has stock from before the boom, and if you rummage through the humidor you will find boxes of stuff with the cello so yellow you can't see through it. Visit on Saturday for cigar camp, but don't take any of his regulars too seriously, or your head will explode. His Holiday party is also an event that is well a great production, featuring ladies that dance at an establishment for gentlemen.
Puff-n-Stuff (formerly Poor Richard's)
Station Square mall
Station Square Pittsburgh
It was decent when Jimmy ran it as Poor Richard's, but with the new people running it now, I'd say avoid it.
Allegheny Smokeworks
http://www.alleghenysmokeworks.com/
Just Off of Rt. 28 North
Blawknox PA
Great shop, good prices, lounge isn't great. Mike and the boys are very knowledgable, and have many tastings and they are a good time, but it can get crowded fast, especially in the winter time.
Leaf and Bean
http://www.leafandbeanstrip.com/
22nd street
Strip District Pittsburgh
Nice coffee and cigar shop, very Key West like feel to it. Jimmy always has oddball characters in there, he has a cigar club once a month. He has singer songwriters that sing occasionally too. And many of those who work from a laptop, and enjoy cigars spend many many days there.
Old Allegheny Shoppe
http://www.oldalleghenyshoppe.com/
Rt. 51
Baldwin PA
This is a good shop, good selection, good prices, but again, rarely is there a place to have a seat and enjoy a cigar. Steve has good events there, and theres a wine shop attached to the store for those who like crushed grapes
Leaning House Cigars
http://leaninghousecigars.com/
21 1/2 State St.
Belle Vernon (Lower Speers) PA
This shop is my favorite, though it is out of the way from Pittsburgh, as well as the suburb where I live. The prices are the best in town, The lounge beats anything else in the area hands down. Dave and Chris have been busting thier tail getting more and more of a selection, so at the current time, it is not what the other shops are, but for only being open a year and change, its a good selection none the less. Theres ample seating in the lounge, a big screen and a great soundsystem. 2 Walk in humidors, and 2 stand alone, and alot of well priced accessories. The shop is open Thurs and Fri evening 6:30-9pm Saturday 11 am to 9pm and Sunday 12-5pm, The 9pm thing on Friday and Saturday is merely a starting point, if theres a good game on, or the conversation's going well, rarely does anyone leave before 11, and usually thats early for these boys. You can BYOB, or bring anything you want, theres a good core of his regular guys, who are friendly (I count myself as one, except for the friendly part) These guys have also been working thier tails off to get some events down in the area, and in the next month or so have La Flor Dominicana, CAO, and Perdomo lined up, and they just had a Roxor event last week.
Thats Pittsburgh in a nutshell