Macbravery,
Scotland is my favorite place - I've visited there 10 -12 times.
In Edinburgh, I would recommend a walking tour (I'm particulary fond of Robin's tours). I would make sure that you visit the Palace at Holyrood and take a guided tour of Edinburgh Castle. Near the castle on the Royal Mile is Edinburgh's Camera Obscura - also an interesting stop.
Jenners on Princess St is a great, traditional department store - a fun place to spend a few minutes to a few hours.
Glasgow is a short train ride away - I beleive the trains run every 30 minutes.
Edinburgh is great - but if you have the time venture a little further. By car, train, or bus, many parts of Scotland are easily accessible - the Isle of Skye, Isle of Mull, a visit to the Highlands, a stop at at least one of the distilleries.
I'll be in Scotland for the second half of October - and chomping at the bit to leave already.
Larry