I would suggest Pittsburgh. It is cheaper, you have full access to faculty, and it's a nice campus. New York is touted for its access to networking & employers, but only a very few students seemed to take advantage of that. If you really are determined to network your ass off for that internship & job offer, go to New York. Be prepared to travel to New York for interviews if you go to Pittsburgh.
Pittsburgh:
Pros - cheap, nice campus, access to faculty, academic environment
Cons - may need to travel for interviews / networking
New York:
Pros - Wall Street at your doorstep (literally), lots of alumni, no need to travel for interviews
Cons - hella expensive, 70% of the lectures are remote, no real campus
