What do you guys do in Pittsburg when this happens?
First, you have offended all PittsburgH-ers by leaving off our H.
(We're actually, IIRC, the only city to have the H on our name in the U.S. Weird, but true!... I think.)
Our actions depend largely on the zombies with which we are likely to encounter. Is it a NotLD Zombie, or a DotDRemake Zombie? DotDRemake zombies obviously are a bigger issue. NotLD ones though, are a true pain in the ass.
What we do largely depends on the area you're from too... As was noted in the original films, "those rednecks in Johnstown" are probably indeed enjoying themselves. My area, we'd probably go out and have more fun ala Zombieland than we would stay inside.
Closer to the city, people are more likely to panic and hide in a mall... My nearest mall has a Dick's sporting goods at it, a good idea to have around. Not much food though.
Monroeville proved itself to have many flaws in DotD as well, adn while that's close enough, I doubt I'd go there. There's far worse people frequent it than biker gangs at this point, as it's got a bit of crime at it anymore.
We're so heavily armed out here, I'd probably just go kill them myself. GF has 4WD's I'd feel comfortable in too, driving over them.
If they're DotDRemakes though, your best bet is fortification and as much isolation as possible, ala the ending going out on the boat. There's a couple large habitable islands in the 3 rivers, so those would be options. I think fortifying a skyscraper downtown MIGHT work if you had significant help.
I know I'd look for a replenishable, but effective, style of weapon. Crossbow with non-hunting tips (practice tips) might be a good idea. Something you could hunt from a distance, and retrieve your ammo easily. .22's could puncture the skull, so they'd be ok distance weapons too, if you're again in a protected spot.
If you were hunting them from the roof of a fortified mall, the best weapon would be somehow setting the large masses of them on fire. Not easy maybe, but if you could figure out a way, and if it was some method that you could replenish, you'd be set to just keep setting them on fire once they piled up against the wall.
I'm probably more in the "ride around in the back of a pick-up shooting them" kind of guy though. Our arsenal out where I'm at is pretty extensive. I'd find all my hick friends, and we'd first hit the beer distributor, then we'd roll out for some Zombie slaying.
Oh, and if it's Left 4 Dead type Zombies where there's some real freaks in there that have super long lasso tongues, or can gas you with their breath, or hop up real high... I dunno what to do at that point. I never play that game without getting hurt at some point.