Edinburgh is awesome. Go to Haymarket Square, lots of pubs, and one big club I forget name of. Also, there is a little cobbled street just above Princes Street with lots of pubs on.
It is a boozing paradise.
Edit: I don't mean Haymarket, I mean the Grassmarket!
Edit 2: But if in Haymarket go to pub called the Spider's Web at 6am - it will be open and serving.