Lion's Pride offers a good selection of men's, women's, and kid's clothing. They specialize in high end golf wear - shirts, pullovers, etc. They also have nice choices in women's sweaters. Of course everything has a Penn State logo either embroidered or imprinted. You can also find baseball caps, and diploma frames here.
On Saturdays in the fall, they will often hand out pins that have the Lion's Pride logo, that looks like the University mascot.
Of course they also have a catalog you can request, and online shopping if you wish.
One thing to keep in mind about shopping here is that you won't find many bargains. The merchandise is good quality, and some may say that the prices are a little high. Be selective, and you should do just fine.