Colorful signs. The Strip District is the closest thing to a European -style market. Wholey's offers fresh fish, meats and vegetables. Parking is a nightmare. If you don't mind walking, then park a few blocks away. Running parallel to Penn Avenue is Smallman Street where there the night life picks up in establishments such as the Metropol and Rosebud. History buffs will enjoy the History Center where you can learn about the history of Pittsburgh.