Also the Andy Warhol museum on the north side. All of these museums and the southside are pretty close, just have a good map (the google one is good). Andy Warhol museum is one block to the right of PNC Park on the north shore on that map. You won't miss it once you get over there.

Oh, and if you can get yourself up early on saturday morning, head to the strip district (smallman st) right next to the convention center. In the morning it becomes a giant open air market - cool stuff.