For each sport I tend to back one team and then have a secondary support for other teams, that is, Ill root for them unless they play my first team. The Pittsburgh thing is also just a family loyalty thing in the case of the MLB and NHL.
MLB: Red Sox, Pirates, Rockies
NHL: Red Wings, Penguins, Whalers (shut up)
NFL: Steelers, Packers, Colts
NBA: Basketball sucks