'Cult Clothing'. This is a 'skateboard' clothes shop but is very very good. You can really find some cool clothes though prices aren't cheap, but aren't too bad. It can be found at Northbridge.
I can appreciate that this maybe isnt everyone's cup of tea but one of my favourite things in Edininburgh is the second hand bookshops. They are everywhere and well worth an afternoon nosing about. The old town and southside are your best bet - there is one on Victoria Street which has a collection of maps and prints of Edinburgh from 1700 onwards as well as a wonderfully messy collection of piles of books, I have spent hours digging about in there and hunting out a bargain. Try Southside Books on Nicholson Street and McFeely's on Buccleuch Street too.