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I commute year round, and I've done it enough that I know how much to layer based on the forecast for the day. Here is what I use:

• on top, wicking layer topped by fleece jacket and a bright yellow windproof Canari shell jacket (which helps me be seen, too). If it's extra cold, add a middle layer.
  
• on bottom, long shorts or baselayer plus jeans/pants, with rain pants on top if precipitating.
  
• shoe covers over my commuter sandals, with wool socks underneath.
  
• balaclava under my helmet, with optional safety glasses if there is too much wind.
  
• Stratos split gloves with liners if it is very cold.
  
  Basically you want a wicking layer on bottom, a wind-resistant layer on top, and the middle can vary. Make sure your extremities (fingers and face) are well-covered.
  
  Also keep in mind that winter in Pittsburgh involves a lot of darkness or gray, sometimes all day long. Make sure you have good lighting (front and back), and the more reflective/glowy stuff, the better.

My fingers are the first part of my body to protest when I ride in the winter weather. I tried a few different budget gloves before I said fuck this and coughed up for a pair of Castellis. I use these and my fingers stay nice and toasty. They have quite a few different glove models and it seems like there's plenty of previous year editions out there that might help mitigate the price while still giving you the kind of gloves you'll want.
Make sure to clean your bike more often than you do in the warmer months, salty road spray can do a number on your components. Fenders on your road bike are not a bad idea either.

There seem to be a variety of fenders, from small plastic flaps like https://www.amazon.com/NICEDACK-Mountian-Fender%EF%BC%8CBike-Mudguard-Suitable/dp/B07GKSFJNB/ to the ones that hug the tires very closely.

I had previously bought the flappy kinds in another country for rains, and they did not do a very good job. Would you say that the close hugging ones are better for a standard 26 inch MTB?

Amber reflects on both sides too, but I'd be surprised if any cop knew that.

Technically, how this ordinance is written, you are required to have a rear, red reflector, which may be supplemented with a tail light.

I like my Knog tail light because it has a reflector built into it so it still has passive performance when off or if the battery dies.

Oscar Swan’s “Bike Rides Out of Pittsburgh” is a pretty good resource.

https://www.amazon.com/gp/aw/d/0893579904/ref=mp_s_a_1_1?ie=UTF8&qid=1526516448&sr=8-1&pi=AC_SX236_SY340_QL65&keywords=oscar+swan+bike&dpPl=1&dpID=31l--K%2BOxDL&ref=plSrch

$30

The theory of bike locking (per Sheldon Brown), is U-lock your frame and back wheel to the stationary object (which you have to make sure is stationary, some street sign posts have bolts that are easily removed; and wood like on your deck can be easily broken). This is why a larger/longer U-lock is often necessary. Then a cable can be run from the U-lock through the front wheel.

[Edit] Alternatively for more protection, a second U-lock can lock the front wheel to the frame at the down tube, then the cable can run from either lock through the stays on the saddle to prevent saddle theft.

Ultimately every lock can be broken, the goal is to deter and slow down potential thefts.

I don't commute on my bike. I do however ride with a GoPro 100% of the time. I use the K-Edge mount since I run a Garmin, I doubled up the GoPro and Garmin into a single mount.

The negatives of the GoPro being mounted to the bars is that when I look around, the camera doesn't record what I'm looking at.

After having been in a motorcycle vs car accident where the car driver got off without even a warning, I always run a camera.