Auld Reekie's Ultimate Ghost and Torture Tour was an activity that came about almost as an afterthought. I would have been sorry to have missed it, though, as it gave a look at parts of Edinburgh that are not so easily seen.
While the mainstays of this walking tour are the tales of ghosts and supernatural events, it is quite heavy on historical anecdotes about the capital city.
The highlight of the tour, for me, was descending into the underground vaults and caverns that lie beneath the city. These subterranean spaces have quite a gruesome and sordid history, including having been the involuntary home of plague victims. Supernatural phenomenon are said to be quite common in these areas, which of course, is played heavily on during the tour. There is also a functioning pagan "temple" in one of the vaults, used by various groups.
All in all, the Auld Reekie tour is worth the small fee and only takes a bit more than an hour to complete. You're certain to get a good value on entertainment and education for minimal cost and effort.