I have been to a few parks around the Pittsburgh area... There is an concrete outdoor park in Greensburg, PA (right outside Pittsburgh) http://www.co.westmoreland.pa.us/parks/cwp/view.asp?A=3&Q=619776
and there is a small indoor place called Pipes Skatepark in Export, PA. http://pipesskatepark.com/
Both are decent places... and i know there is a couple more but i haven't been to them and don't know the names of them.