Did a very long weekend here with the missus a couple of years ago and it was great:
http://www.theknightresidence.co.uk/
Its got a strip joint just round the corner but its a very nice place to stay and within an easy walk of the middle of town. Secure gated parking round the back (we didnt move the car the whole time we were there tho) and its got the grassmarket area just round the corner where you really need to go the french restaurant there
http://www.grassmarket.net/petit_paris.asp
Was so nice might go again this year ......................