Another Pittsburgher here endorsing the Pennsylvanian! From PGH to NYP, it runs from 7:30 AM to 4:50 PM, which is a workday plus lunch and a nap. Really nice. It's longer than it should be; you take those turnpike tunnels for granted until you're in a train and you have to navigate the mountains.

If you want to spice it up, check out Southern Airways Express[0]. You can fly between Pittsburgh and Lancaster for as little as $30 on a tiny little 8-to-10-seat plane, which is a really unique and scenic experience. Catch a ride to the Lancaster Amtrak where there are a lot more options for getting to NYC.

I've done Megabus and Greyhound on return trips. You get what you pay for. But if you happen to live in the North Hills, the bus depot for Megabus is in Ohio Township and if you ask nicely they'll let you ride up there.

[0]: https://iflysouthern.com/

Yup, the Pennsylvanian is actually pretty nice. The route is the old Penn Railroad mainline and zigzags through some really scenic parts of the Appalachians!

The only downside is that it's on a once-per-day schedule (Pgh->NYC at 7:30am and NYC->Pgh at 10:50am). It's 8-9 hr downtown-to-downtown (vs. ~5-6 when flying) so you'd really want to do Fri/Mon for a weekend. FWIW, there are three or four Megabuses per day too, including an overnight bus in each direction, for when the train schedule doesn't work.

Also, flying to NYC from Pgh is oddly expensive, like $400 roundtrip expensive. Amtrak is about $150 RT if far enough in advance.

Anyway, welcome to Pittsburgh! I hope you're surviving the snow...