501(c)(3) is a federal tax designation. You can incorporate a non-profit corporation in the State of Pennsylvania. Click http://www.dos.state.pa.us/corps/cwp/view.asp?a=1093&q=431294 for a link to non-profit corporation page of the Pennsylvania Department of State. However, if you want you non-profit to have a 501(c)(3) tax exemption, you have to file an application with the IRS. See Form 1023 -- http://www.irs.gov/pub/irs-pdf/f1023.pdf. For more details about obtianing a tax-exempt status, see IRS Publication 557 at http://www.irs.gov/pub/irs-pdf/p557.pdf.
Disclaimer: This answer is provided as a public service and as a general response to a general question, it is not meant, and should not be relied upon as specific legal advice, nor does it create an attorney-client relationship.
The filings fees and costs alone are likely over $1,000. The filing fee to incorporate is $125, the costs to advertise the formation of the corporation vary, but will likely be $100-$200. The filing fee to apply to the IRS for tax exemption will $750, except for small organizations for which it is $300.
As for legal fees, they vary depending on the type of organization that you want to form, the complexity of its governing documents, and how evident it is that the organization warrants exemption. They will likely be a few thousand dollars.
All-in-all, I'd estimate ~$5,000 to $7,000 is typical from start to finish. If it's really simple it could be less, if it's complex, it could be significantly more.
Be careful with doing it yourself. There are things that, if they aren't done correctly in the initial incorporation papers, will prevent you from getting tax-exemption without additional work and costs. I find it's usually more expensive when clients try to do it themselves and then come to me, than if they come to me from the start.