"Pécsen" is also used, mostly by less educated people. Sounds ugly, but tolerable. "Pécsben" is totally wrong. If you wish to use an educated Hungarian language, like Eton/Cambridge English in England, better to use "Pécsett". Not compulsory, of course.
On the previous page there is a bad error because it reads Pécsen. Pécs is unusual. I'll be honest and say that I didn't know that the spelling is Pécsett with double "t" but I do know the sound. It's a city I know quite well and I'm familiar with the sound of Pécsett.
Okay, question about these irregular city names... Why don't the "movement towards" cases (and presumably the "movement away from" cases as well, but I haven't reached those yet) follow the same pattern? Since we use "Pécsen" ("on Pécs"), wouldn't it make sense to use "Pécsre" (onto Pécs)?