I used to live in Pittsburgh and I can think of three gyms you might want to try that aren't too far from the Holiday Inn.
Extreme Fitness Shadyside, 5608 Walnut St., 363-9999
Club One, 6325 Penn Ave., 362-4806
Vygor Fitness, 4614 LIberty Ave., 681-9999
Best of luck!
Andi Martin