As a resident of Centre County, it is really cool to hear you are thinking of moving here!

That being said: the whole US has an affordable housing crisis (I remember seeing a map that shows there is literally no county with housing that can reasonably be called "affordable") but State College is worse than its surrounding areas. (A ton of parents want to move into the State College School District because it is a quality district).

The mass transit in State College itself is pretty good. It isn't as good once you get outside of the main routes, but there is this new thing called CATA Go (CATA=Centre Area Transit Authority) that has a low cost ($2 USD per trip from what I remember) that is kind of like cheaper Uber.

Before coming over, I would recommend making sure you know what you want to study. Penn State is a world class research university. We have cutting edge research being studied on and near campus. So if you are looking for a STEM education, Penn State is a good choice.

But it is a huge university: you will know mostly people in your program and select extracurricular activities but not many outside of it. Also, it is competitive to get into the closer working relationship with professors, especially as an undergraduate student.

But Pennsylvania has so many universities and colleges. Even as a lifelong resident of PA, I am still learning of new universities and colleges in the Commonwealth. You might find a number of private universities that might offer more scholarships to international students. (I know of one, Susquehanna University, that requires all students to have a cross cultural experience [Not required of international students, obviously]. Because they want to promote global connections, they might have some financial aid options that could make them cheaper than Penn State. There are almost certainly other colleges and universities that have similar goals, but I haven't looked at many colleges at all since I was accepted to grad school over a decade ago.)

Philly is a tough city. Most folks are good people, but they don't put up with fools (or individuals who diss their sports teams). Politically it is solidly on the political Left. If you are smart, it is pretty safe.

Pittsburgh is a more sedate city (still tough, but not necessarily in your face). The city itself is politically Left, but the suburbs becoming more politically right the further you get from the city. A bit safer than Philly.

There are also the areas around Harrisburg, Lancaster, Williamsport, Bethlehem/Allentown, Scranton, and Erie in addition to State College, Pittsburgh, and Philadelphia, so don't be afraid of looking beyond. All of these listed areas have a variety of colleges and universities. On the whole, PA is pretty safe for having over 12 million residents. (I saw one article claiming it is the 11th safest in the country.)

As for places to eat and sleep, the average Penn State student has roommates and try to cook inexpensively. There is a free food pantry for Penn State students and one for State College residents.

As for the expense of living: after food and shelter, it is as pricey as you make it. State College is great if you like the outdoors and want to see forests and ancient (short) mountains. Pennsylvania's state parks have no entrance fee and are free to enter and enjoy. Penn State also has free/low cost places for students to experience music, theater, and art.

Hopefully this provides some helpful information.