You'll probably see St. Marys Episcopal Cathederal across town before you actually find this grand building. Step inside if the doors are open or just admire the facade from outside.
You'll soon learn why this Haymarket principal church is visited by many travelers. If you're looking for other things to keep you busy, Edinburgh Castle, Murrayfield Stadium, and Edinburgh Playhouse Theatre are in this area as well. They won't take you long to reach from St. Mary's Episcopal Cathederal.