Can't speak to the current economy there, but I think the trend of the past 15 years there has been pretty steady. Not the type of boom you have in a lot of Sun Belt places, but much more stable and vibrant than some struggling Rust Belt cities.

It doesn't get as intensely cold in Pittsburgh at the height of winter as it does in Chicago. Otherwise not a huge difference. While Chicago's skyline is hard to top, between Pittsburgh's still-decent skyline, the hills and the bridges, it is more interesting visually IMO. And as a runner, there's so much more to explore, both on the streets and in city parks.