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Avoid Greyhound at all costs. What a terrible, terrible experience. It's worth whatever extra it costs to take a train, and that's saying something because Amtrak is about as unreliable as it gets.
I live in Pittsburgh and have taken the greyhound from here to NYC and they have night trips between the two cities so you can just sleep most of the trip. They do make you switch buses in either Philly or Baltimore(I think it is Baltimore from NYC to Pitt, and Philly from Pitt to NYC but it could just be random). They also give you a discounted rate if you buy a round trip ticket and/or pay in advance. So I would suggest going into NYC and catching the greyhound. Oh and by the way you might have more luck finding info on the web if you spelled the name right its Pittsburgh with an "H". Good luck.
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