I went to PSU, live in NJ now, and my in-laws live in Pittsburgh, so I've been all over that area.
Definitely fly into Pittsburgh unless Harrisburg is an option. Avoid the major east-coast airports unless cost becomes a major plus for them. The drive from the west side of the state is a lot better. I'm not sure where you're staying on game day...hopefully you have that figured out, but don't bank on hotels any closer than Altoona unless you have connections AND are willing to pay $$$ for at least 2 (often 3) nights mandatory. Hotels in State College are worth their weight in gold on any game day.