Now I suppose theatre goers and culture vultures will not agree with me but I'd advise you to avoid Edinburgh during the 'festival' period (August). It's NOT typical then... crammed full of people from far and wide, with everywhere just too busy and noisy to be enjoyable. I'd also advise you to avoid Hogmanay.... do yourself a favour and visit at a quieter time when there is a more authentic ratio of Scots: English!!
The Military Tatoo.
We felt that it was overated. There are so many things to do in Edinburgh I wouldn't waste my time with the Tatoo. Some people really like it. Don't get me wrong. Some of the marching was impressive, but don't go unless you really love marching and band music. It isn't worth the high price of a ticket.