I live 45 minutes south of pittsburgh in Fayette county. Im actually on the border of Fayette, Washington, and Westmoreland county. It's a pretty nice area if you have horses. I would stay out of Allegheny county. My sister lives there because it was closer to her work (she worked in shadyside) however housing is VERY expencive. Apartments that are $450 in my area would be around $800 to $1000 in the city. Sales tax there is higher also. Ive looked into boarding my horses in that area, as I was considering renting my sisters rental house, but board down there generally runs $450 and up, where its $200 and up in my area, and its few places. In my area there are about 15 different boarding facilities within 30 minutes of me.
There are a good bit of AMHR shows within 5 hours of me, and I can find multiple open shows every weekend from April until October.
A safe bet would be Washington, Westmoreland, or the very end of Fayette county. Fayette is probably the cheapest to live in, but still nice. A bit more rural than the other two, but some parts are farther from pittsburgh. We're right on the border though, and we do save a lot in taxes.