At Phantom they cleaned up all the rooms upstairs and put in several tables (About 4 pretty big ones as I recall). One of the rooms seems to be just Warhammer and Battlefleet Gothic, but that may just be because I typically only go on Weekends during the day when they are running those events. I don't play, myself. I've seen WizKids clicks played in the other room at those same times.
I'd say CMU is a pretty nice campus. Sort of a semi-urban campus. One half of campus borders a light urban Area (Oakland, which is more of a college neighborhood) so you have access to anything you need, while the other side borders Squirrel hill, a wealthy suburban neighborhood, where you don't have the bustle of the city. The College is practically built on top of Schenley Park, an enormous park area with a golf course, hiking and bike trails, fields, trees, a pool and a skating rink. The actual Downtown area is about a 10 minute bus ride away.
CMU is sort of like someone took a rural campus, with all the buildings adjacent to another, it's own courtyards and fields, picked it up, and dropped it in it's entiretly into the middle of a light urban area. You can draw a circle around the campus and the only things in the circle would be the campus. For comparison Pitt (where I went to school) is more of the traditional urban campus, where it is completely immersed in the city.
Sorry for the plug. My wife is a CMU student. If you have any questions ask away.