Not sure when you are planning on going, but if its August, then you have to go to Edinburgh Festival which is fantastic. There are other things on throughout the year http://www.edinburghfestivals.co.uk/
Edinburgh Castle is a must - and the gun goes off at 1pm every day except Sundays.
A whiskey tasting has to be done!
Climb up Arthurs Seat which is an old volcano and gives great views, on a good day.
Edinburgh has some fantastic restaurants and bars. about 8 years ago