If you don't plan to actually sleep in Philadelphia, you're fine. Commute. Philadelphia police will still tend to hassle you if you try to open carry, flash, or draw without a pretty good reason. Conceal and don't act like an idiot and things are usually fine. Get out of Philly proper, and things are a lot better. Occasionally hear of an issue with open carry in Montgomery County (NW of the city, nice, if increasingly blue state-ish). The annual gunshow is KOP there, and pretty well attended. Never had an issue in Bucks Co. (Further north, but right up the Northeast extension/Blue route) which isn't to say that there aren't any, just haven't heard of many problems. Good ranges and clubs start on the southern end of Bucks, and you're commuting distance to Philly, Lehigh Valley region, and NYC at a stretch. And if you don't mind a drive, you could do Lehigh County (further NW, 50 - 90 min away from downtown Philly, same to NYC, depending on township). It's rural (that's changing) but actually fairly close to most of the population in the MidAtlantic region. At the same time, great gunshops, ranges and clubs, state hunting lands, sking/hiking/rafting, farmers markets every five feet, and pretty soon, casinos (although you wouldn't be that far from real casinos in AC).
The biggest problem adjustment to make moving to PA is the attitude of the people. There's massive mutual animosity between the rural and urban populations, and the suburbs and sprawl areas are the battlegrounds. The country folk rejoice in being from the "country" even if they live within rock throwing distance of a major urban area. That generates a lot of the whole "Philly sucks!" meme; and the urbanites return the favor whenever they can. It took me years to get that. The roads suck, as does the skill of the average driver. The state's run like a well oiled clock... with sand poured in the gears and a drunken cuckoo bird. A relatively small snowstorm last year shut down one of the two major East-West highways for the better part of a week, stranding hundreds. Just poor planning and the fact that there are multiple agencies responsible for road clearing, even within a given municipality. It's bizarre, and everything works like that. Unions are still a force here, but not super strong on the eastern side of the state. Once you punch through the BS, it's lovely country, and friendly people, and a pretty darn good place for a gun owner.