DCwom, I think you are looking at the Fort Pitt Bridge. Yes, you are correct - you can cross that bridge and enter directly into Point State Park without really riding in traffic - I've ridden across it several times. The only downside to using this bridge is that the walkway is a bit on the narrow side with the intrusion of the bridge superstructure taking up space. I don't think it would be a problem with panniers but it might be an issue with a trailer.
Coming from the Cumberland side, you would ride past the Hot Metal and the Smithfield Street bridges on the south side of the Mon. Staying on the walkway, you would ride past Station Square, past the Gateway Clipper tour boats, past the Sheraton Hotel and it's parking lots, and past the new soccer field. You then make a 180 degree turn onto the
sidewalk of West Carson Street and then onto the bridge (DON'T RIDE ON THE ACTUAL STREET OF WEST CARSON).
Here's the route:
http://www.gmap-pedometer.com/?r=5813362
Having said that, I ride the streets in the city often enough and find that taking the lane and riding down Ft. Pitt Boulevard to Commonwealth is not too bad much of the time (rush hour might be different, though). This second route gives you a very nice view of the city from the Hot Metal Street Bridge (stop for a photo!).
http://www.gmap-pedometer.com/?r=5813376
Here are links to Bike Pgh's bicycling maps of Pittsburgh:
http://bike-pgh.org/bike_map/BikeMap4_east_small.pdf
http://bike-pgh.org/bike_map/BikeMap4_west_small.pdf
The "East" map will show the connection from GAP to the Heritage Trail System and the "West" has downtown Pittsburgh around the Point on it. You can pick your route using these. These maps clearly show that the Fort Pitt Bridge is a marked bike route (on the walkway, that is).
DCwom, I just looked at your post again and noticed the tandem bike symbol. I think taking a tandem on the Ft. Pitt bridge might be an issue because of the length of the bike. Maybe someone else can chime in with their thoughts, if they've ridden that way.