Sandeman Free Walking Tour: Sarah strongly suggests this tour. Guides work for tips, so they do an extra good job (I'd have a fiver on you, but they do accept a drink, as well- groups usually end up in the pub). Tours are typically three hours long (up to four if your guide is particularly chatty), they give you a great rundown on your basic Edinburgh history and highlights and are a very effective way to get yourself oriented. The company does free tours all over Europe, so if you are going somewhere else, be sure to have a look on their site.