I lived in Pittsburgh 7+ years and enjoyed it. The Western PA Wheelmen, http://wpwbikeclub.org/, is a very active bike club. They have some organized rides in the area as well as races. It is a very hilly area so get ready to climb lots.

Allegheny County has 200+ miles of mountain bike trails to enjoy. Lots of the roadies ride those during winter. One of the best is near Pitt and Carnegie Mellon.

Backpacking in the Laurel Highlands is good year round. I prefer winter backpacking there to avoid the heat and humidity.

I've not downhilled in PA because it's not powder. But many ski at Seven Springs and a couple of other places. Cross country skiing is good there, too. Some do back country skiing there, too.

Some of the bike club members organize XC ski outings, mountain bike rides, and hiking outings during winter.

If you move there, I'd be glad to point you in some directions to meet people.