Hello Pittsburgh! Great city - my son's a student there at Carnegie, and I have friends who live there. I always enjoy visiting. And if I have to cheer for an NL team, it'll be the Pirates.
There are tons of mystery shopping companies out there, as you may have figured out from looking around this forum. Scroll down to the bottom of the forum home page to the Official List of Mystery Shopping Companies. There you'll be able to get a sense of which companies are not scams.
Some companies have assignments all over the country, some tend to be more regional. Generally, the way you'll find out who has work in your area is by signing up with them. Once you're accepted you'll have access to their job boards and receive emails (if you opt in) about assignments in your area.
Having said that, you could look at signing up with Jobslinger (the free version). Once you are in you can set up a search for the area around your zip code. The results will show you who has work at the moment in your area, and you can apply for gigs and to sign up with companies through that. The companies on jobslinger are legit.
You can also check out the MSPA job board: [
www.mspa-na.org] /jobboard/JobSearch.aspx
Finally, one of the MSCs that many new mystery shoppers start with is MarketForce. They are not the highest paying company out there (and newbies generally don't get the highest paying gigs anyway, for any MSC), but it's a good place to start because many of the assignments are pretty easy. You can read about them in the forum. Because they are so big you'll see plenty of complaints about them, but there are lots of folks (including me) who've never had an issues with them. Then again, I've never done any of their fast food shops!
Spend time on this forum reading and learning. There are a lot of very experienced shoppers here (much much much more experienced than me) who are great at answering questions and giving advice. Good luck!