Wow, someone else from Pittsburgh! I normally hang out on PKF (powerkiteforums.com), but I joined here so I can respond to this.
I caught the kiting bug last year and have been doing everything I can to get out around here. I started by flying some small fixed-bridle kites in Schenley Park (with limited success due to a combination of poor wind, limited space, and people) and have since acquired quite a few kites and other equipment.
Definitely the best kiting I've had has been elsewhere. Snowkiting on a frozen lake in Maine and learning to kiteboard in Aruba have been great, but I haven't given up on the Pittsburgh area. Snowkiting is very limited in Pittsburgh, but possible since it requires much less wind and there are usually far fewer people out in the winter. For this the best kites I've found are nasa wings which are single-skin fixed bridles kites. They have pretty much the best low-end around and fly well on short lines which lets you make much better use of the limited area.
I've yet to try kiteboarding on the rivers themselves, but I think that might actually be possible. I found one person who has windsurfed on them and I figure if there's enough wind for that then there should be enough to kiteboard too. However, I don't know if there's anywhere good to launch from and I'm not particularly keen on getting into the water here.
Your best bets are probably going to be traveling a little. I've found a map of kite spots near the great lakes. I've yet to travel up to Erie, but it seems that Presque Isle and Conneaut Township Park are both about 2-2.5 hours away and kiteable. Even closer there is a Pittsburgh kite club where people fly kites on land at spots about an hour away. I also see that Lake Arthur has some windsurfers so presumably it could be kited too. I'm especially interested in snowkiting there if the ice is thick enough.
Finally, I've heard there's actually surfing in Pittsburgh. There's at least one company that takes people wake surfing on the rivers. I imagine that's quite a bit different from regular surfing, but I figured it's worth mentioning.