North Bridge
At the Scotsman hotel they have a stainless steel swimming pool. It's not massive but very cool. It's supposed to keep it clean or something. Whatever it does, it feels great, looks amazing and is always spotless. Their spa/gym thing is really dark and looks like something out of a Bond film. If staying at the hotel it's certainly worth checking out. I think the fees are expensive if you're not a guest or member.
The hotel itself is pretty cool. It's in the former headquarters of the The Scotsman newspaper.
www.thescotsmanhotel.co.ukPrinces Street
Newly decorated and much improved the Balmoral Bar is a great place to relax (or hide). It's done away with the gross wooden floor and vague sports theme to be replaced by a plush cafe.
Coffee is expensive but the service is great and you get a free plate of shortbread. If you need to hide from the weather or the rush outside on Princes Street this is the place to come.
www.thebalmoralhotel.com/...