I loved Edinburgh - it's very beautiful.
Obviously the first thing to see is the incredible castle, smack in the middle of the city

, as well as walking the Royal Mile that leads from the castle to Hollyrood palace - it's ancient and charming (sans the tourist shops).
The party area with the clubs is behnid the castle - the clubs themselves are nothing to right home about, but the people make it a lot of fun nonetheless. There was a very nice french restaurant/loung in that area, but I can't remember the name of it, sorry

(blue something or other, i think)
Stores. Well, there is Harvey Nichols, of course. Another store is Cruise, but it's very kitschy will all the Gucci/Prada logo crap. They did carry McQueen and Chalayan when I was there - don't know if they still do. There is a cool shop off of the Royal Mile that stock designer clothing like Comme and Yamamoto, but I don't remember the name of me (Johnny/Helena, help me out).
The central street is the Princes street - there is a central dept. store there, kinda like Harrods, not really interesting, but the food hall on the top floor rocks and provides a nice view of the castle and the park in front of it. Topshop is there too.
There is an up and coming area by the Earth dome (I think that's what it's called - it's kind of like a planetarium) - some modern architecture and nice cafes.
This is all from memory from a couple of years ago - I wish I could be of more help, sorry!