WBS games are a lot of fun, especially for those with an interest in our prospects. Locals are very friendly and supportive of their team. Their arena isn't a palace like the Giant Center in Hershey, but it's a good place to watch a game. I second WWGRD's comment about the Arena Bar and Grill. Great food and a great pre-/post-game atmosphere. The arena's located on the outskirts of Wilkes-Barre among countless chain restaurants (think the area around the Mall at Robinson) but is right off I-81 and easy to get to. Parking is free as are programs. I really enjoy going to WBS games and try to get to one or two a year.
I've never been to Wheeling for a game, but I've seen ECHL hockey elsewhere. The quality of hockey is a staggering drop off from the AHL, but the guys are busting their butts for a promotion, so the games are usually physical. Like PBG said, there is kind of a "Slapshot" feel to the games, where you're almost guaranteed some goonery. To me, hockey's hockey and I enjoy watching it no matter what the level, so I've enjoyed every ECHL game I've seen. These games also tend to have a lot of sideshow promotions and whatnot, similar to Washington Wild Things baseball games, where as WBS games do have a bit of a big-league feel.
I'd encourage any Pens fans who are able to make a trip to WBS sometime. It's worth it. The Nailers could use the support too. Either way I don't think you'll be disappointed.