If you're willing to spend a little money, Salvatore's in Baldwin is very nice or the Royal Place on rt 88. I've been to showers at both places and definately was not disapointed.
Got my little men 2/23/08 and 8/29/10!! 2 little monsters I tell you!
The only places I'm familiar with in S. Hills are Pasta Too and Bethel Bakery... but they are two of my favorite places so I'm sure there isn't much to disappoint out there )
The Crowne Plaza Pittsburgh South by South Hills Village Mall has beautiful private rooms and a great low priced shower menus. You do not have to pay for the room - just the food and they do all the set up, etc... 412.833.5300
Re: Where to have baby shower in Pittsburgh - S Hills