The Conan Doyle is still standing on the corner, been a couple of years since I was last in there though, before we went to the Playhouse to see Dara O'Briain (highly recommended).
If you like live music
@Stroller I always enjoy Whistle Binkies just off the Royal Mile...bands on every night til 3am.
The ghost walks are good fun, especially now the nights are getting darker. On a similar vein, the Dungeons at the back of Waveley Station are also a good laugh.
Camera Obscura up by the castle is an enjoyable way to spend an hour if the weather is a bit ****, and The Witchery across the street is proper posh nosh, with The Whisky Museum next door... a short stroll up to the castle from there.
Dynamic Earth over by Holyrood is good if you've got kids with you - from here you can do Holyrood Palace or the Scottish Parliament and if the weather is decent (it won't be) you could put on your walking boots and head up to Arthurs Seat.
Drinking wise, the Grassmarket should be fairly quiet this time of year, with a bundle of pubs to choose from, and if the Mrs is wanting to do shopping, drop her off at Princes Street and sneak one street back on to Rose Street where there's plenty of boozers to keep you occupied whilst she wipes out your credit cards. There's a few pubs up on the Royal Mile, but they are usually full of Yanks and Japanese tourists pretending they know everything about Whisky so I tend to give them a swerve.
