Alexander McCall Smith

Edinburgh is one of those cities one can cross by foot. I like to walk across the ridge of the Old Town and down Dundas Street into the New Town. As you go down the hill, you look over towards Fife, which can be seen across the Forth. In some conditions, the hills of Fife look so close they could be at the end of the street. And if there is a bit of wind, all the better, because this is a city which is made beautiful by the wind. The flags will be straight out from their poles, the clouds will scurry across the sky, and the light, that clear northern light, will be constantly changing. Everything will signify north. This is where one is: north.

· Two new novels by Alexander McCall Smith, both set in Edinburgh, are available now: Friends, Lovers, Chocolate (LittleBrown) and Espresso Tales (Polygon)

Al Kennedy

Edinburgh: I can see it's a good idea. All that architecture: stylish on the New side, picturesquely huddled firetraps on the Old. If I sold both lungs for transplantation I could almost afford to live there, maybe in sight of the Mound and its random lumpy follies, or near the castle, our capital's huge reminder that as many Scots as possible should die in uniform. I could nip off to the camera obscura and watch it all upside down, or inside out - I don't really care. I can't do Edinburgh. This isn't the city's fault, it's mine - too much history.

Growing up a Dundonian, I came to associate Edinburgh with culture, plumbing, fruit, more than two kinds of bread. It was an exciting prospect and, I'd been led to believe, during August everyone there went naked and played musical instruments far beyond their bedtimes.

In fact, Edinburgh turned out to be a high, grey, windswept maze where my parents went to fight about parking and money. Occasionally, we would visit a frightening vegetarian restaurant where the food was all bigger than me, or march to the museum of childhood and look at the doll made from a shoe. (The entirely unmodified heel of the shoe was its face - in a little hat.) I spent much of my time catching faint echoes of bagpipe laments and thinking that life was probably meant to be awful, but short.

Later, as a drama student, I learnt that Edinburgh during the festival only permits very ugly people to be naked, due to an ancient Calvinist regulation designed to prevent the spread of sexual intercourse. I also learnt that the world has too many jugglers, that audiences from the Forestry Commission are unpredictable and that splitting up with someone you have to see every day in your mutual venue is a Bad Idea. The whole of the Royal Mile is still painted in misery.

Then for a few years I had a pal in Edinburgh and I'd go and see him and we'd have a laugh and the city would still be cold and grim and apparently under water for nine months of the year, but I didn't mind so much. Of course - because Edinburgh is Edinburgh - my friend and I now don't speak and everywhere I've had fun simply reminds me I won't any more. The last time I went over, I ended up hiding in a basement comedy club, because it was dark, had no view and a free cup of tea was mentioned - and provided. So that's the only place in Edinburgh I'd recommend: the Stand comedy club in York Place. It's a nice club and it could be anywhere.

· Paradise by A L Kennedy (Vintage) is out now.

Mark Cousins

It's 3am, you've just been at Messenger Sound System, Edinburgh's famous, dark, sweaty reggae club, or the Liquid Room or the Bongo Club. You come out into the air with friends and some of you aren't tired. What is there to do? Something unique in Europe.

Walk 30 minutes (or take a taxi and ask it to wait) to Dunsapie Loch, which is up in the bowl of Arthur's Seat, the city's volcanic plug. Strip off and teeter in over the rocks. The water always feels freezing and then almost warm. You're sharing it with a family of swans. You float on your back and, surrounded by the lip of the hills, you can see nothing of the city, only stars.

I've dragged loads of people to this spot, often near sun-up. They are wary at first but when they get in the water and realise they are up a mountain and the city feels hundreds of miles away and the only noise is the echo of their friends shrieking about how amazing it is, they love it, or get all Wordsworthian. Better still is getting out the other side of the loch and climbing naked up the grassy hill, to see East Lothian twinkling in the dawn light.

· Mark Cousins is a filmmaker and the author of The Story of Film (Pavilion)

Louise Welsh

I'd heard rumours of buried streets when I was a child growing up in Edinburgh. Legend said plague victims had been walled in and died. They'd screamed for weeks, their cries growing softer, until they faded into silence. The city's survivors were superstitious about the remains. So the streets stayed walled up, a shameful secret.

Like a lot of the city's stories, this one was half right. In the mid-19th century the tops of the buildings in Mary King's Close were lopped off, creating a series of vaults for the Royal Exchange, which was built on top. Remarkably, life continued in the underground street for another hundred years. Today you can climb down an ill-lit staircase and walk the subterranean cobbles. Up above, ghost tours vie with each other, bantering ever more lurid tales to attract the tourists. Down here the guides are determined to be rational. Myths are dispensed with and history invoked. It's an admirable battle lost. Invite people underground and the supernatural soon emanates. Whispers have been heard, clothes tugged, someone seen hanging from the hooks in the ceiling of the old butcher's shop.

At the darkest point of the tour is a room supposedly haunted by the lost soul of wee Annie. Gifts have been left to comfort her: dolls, teddy bears, pennies and prayer cards. A solicitous smoker has donated a half pack of cigarettes. It's creepy, all those button eyes, sweet baby doll faces, grinning Barbies and serene Madonnas. But there's something about the contrast between the slick, shiny plastic and cheery smiles of the toys set against mouldering walls that is pure Edinburgh.

· Tamburlaine Must Die, Louise Welsh's second novel, is out now in paperback (Canongate)

Alison Watt

Edinburgh is a city full of secrets. I must have hurried past the unassuming door of Old St Paul's Church on Jeffrey Street a thousand times before deciding to climb the 33 steps to its magnificent interior. History tells us that here Jacobite women wore the white rose in support of Bonnie Prince Charlie. In its beautiful Memorial Chapel is a small iron cross that originally hung in the Grassmarket.

It was the last object seen by the condemned before execution, past members of the congregation among them. As Richard Holloway once said: 'No building as far as I am concerned so powerfully contains its past in the living present.'

· Alison Watt takes up residence next year at the National Gallery as associate artist

Alan Warner

My Edinburgh is a city of books. It was Robert Louis Stevenson who wrote how his Edinburgh 'sits so strangely upon its hills'.

We arise after alcoholic dissolution in unknown neighbourhoods to configure ourselves by the beautiful medieval crown of St Giles cathedral. What can be seen from where upon all those hills and sudden, precipitous drops?

I love this strange, undulating city's great but forgotten poets: bawdy Goodsir Smith, wry Garioch (like Irvine Welsh) show a world now pushed out of the city centre. I loiter by private addresses owned by people who don't care that genius once lodged there. I look up from a book at certain Victorian pub ceilings on afternoons when irrelevant window sunlight shows through soon-to-be-banned cigarette smoke. For Stevenson's, Walter Scott's and Irvine Welsh's Edinburgh are still here, existing not in conflict but simultaneously, like those exposed foundations of the Cowgate. History has forced the movie set centre in on top of itself.

Being a millionaire helps to buy a family apartment here but washing still hangs out to dry just off the High Street, as it has for five centuries. Up among the low cost airliners, clouds move quickly, revealing the pale faces of local girls in from the estates, Burdiehouse and Inch. I hear the language of their poets which they will never read.

Once a port with its sea-gulls, fake acropolis and misty dawns, an extinct volcano and wilderness is its true heart. Enough to fill any lifetime: my Edinburgh with all its books.

· Alan Warner is the author of The Man Who Walks (Jonathan Cape) and Morvern Callar (Vintage) which was adapted into a Hollywood film.

Bernard MacLaverty

Edinburgh is wonderful to look at - all columns and classicism. The High Street skyline, as seen from Princes Street, is like a setting for a fairytale or Kafka's The Castle. I love a city with layers. Upstairs and downstairs. Like the street above the Grassmarket with its arches and old, dished-in-the-middle steps which take you from one level to another.

One of the best things I ever saw in Edinburgh street theatre - and there's a lot to see during the Festival - was a juggler getting above himself. He pressed his feet against two fluted columns, one on either side, at the Art Gallery on the Mound, then inched himself up to the top, 20 feet above us, where he juggled with flaming torches. Everybody realised there was no way he could get down. If he took the pressure off his feet he would fall. Eventually to whoops and applause he jigged his way down - a stuttering descent, like a woodpecker toy sliding down a wire.

· Bernard MacLaverty is the author of The Anatomy School and Grace Notes (Vintage)