Between Weirton WV and Wellsburg WV (where you can pick up the Brooke Pioneer Trail and other asphalt trails along the Ohio River) the obvious route is to bike on the shoulder of Route 2. I just biked that on Saturday and it’s not pleasant. The shoulder is narrow and often gravel-strewn and cars are going 60 mph. You can check it in Google StreetView. An alternative (that I’ve done pieces of) would be to leave the Panhandle Trail in Burgettstown and bike hilly roads through Avella and Bethany College and then follow Buffalo Creek downstream to Wellsburg. It might take longer, due to the hills, but it’s far less nerve-wracking.
I biked from Pittsburgh to Wheeling last fall. Mikhail’s route is pretty good, though I would suggest continuing to follow E Main through central Carnegie instead of turning onto Mansfield. Once you get on the Panhandle trail, it’s smooth sailing from there to the WV Border.
I took a couple different routes from Colliers to Follansbee: none of them are ideal, but they all get the job done. The real butt-clencher is getting from Follansbee to Wellsburg along the river. Definitely the worst part of the trip. But from there, the trail into Wheeling is beautiful and uncrowded. Enjoy your trip!