That went quite quick: I looked at two places and the second one was good enough so I took it. It's a little room in Squirrel Hill, furnished and with air condition (believe me, that is important here). I even have an own bathroom. (And, as I mentioned earlier, I have decent cable TV that allows me to watch Euro 2008 soccer -- yay for the landlady!)
At the moment however I live in a different room of the house because the current person to live in my room-to-be will only move out on July 15.
Either way, I am happy to have found a place to stay.
Murray Avenue, Squirrel Hill's main street (picture off Wikipedia)
By the way, the neighborhood is really nice, there are a lot of families living there, it's very close to amenities (grocery store, restaurants, post office, even a liquor store) and it's a really short walk to the bus stop too.
Looks like I'm all set -- Now I only need to write my master's thesis. Peanuts! ;)