I was looking for a way to select pivot table field labels in Excel, perhaps to highlight them... I found this website that has some short, simple, (relatively) easy to understand examples: Global i Connect Excel and VBA Solutions [accessed 01/07/2014]
Ideally I would've liked to have done this using Conditional Formatting - unfortunately so far I've not found a way of referencing pivot table fields from Conditional Formatting, you always end up referring to cell references only, that's not ideal because the nature of a pivot table is that it is dynamic, the layout and composition of the data can change.
If someone knows an easier/alternative way to select and highlight labels/data in an Excel pivot table, please write in the comments below! :-)
Using Excel 2013, July 2014.