Bill Bryson once wrote in his novel Notes from a Small Island that visiting Edinburgh feels remarkably like visiting a different country, and I believe that he was right. There is just something that feels uniquely foreign about the city. Despite being part of the UK since 1707, both Scotland and Edinburgh have been fiercely proud of their autonomy from the rest of the UK, and now thanks to devolution, they run almost all of their national duties through the Scottish Executive, located in the swish new Parliament buildings. Today it is a city which embraces both the old world and the new, with its old-fashioned cobbled streets and winding back lanes, alongside such modern events as the world-famous Edinburgh Festival and Fringe.

I visited Edinburgh on my first trip to Scotland during the Christmas vacation. For the most part, it was bitterly cold, although the sun shone pleasantly at intervals. The regally wide Princes Street on the edge of the ‘New Town’ contains what you would usually expect to find in any UK city: a WH Smith, Waterstones, HMV and a forlorn looking empty Woolworths. It is also here that you will find the cathedral-looking Scott Monument, alongside a selection of shopping malls if you are so inclined.

If you nip across the bridge passing over Waverley Station however, you arrive at the Royal Mile in ‘Old Town’, officially a UNESCO World Heritage Site. Stretching from the Palace of Holyroodhouse all the way to the Castle, it is lined with an assortment of interesting dwellings, such as a bevy of shops selling all things Scottish (with tartan, haggis and wailing bagpipe music blaring out), authentic whiskey merchants and a few traditional taverns complete with tankards of ale. If you’re looking for a place to do some window-shopping, the Royal Mile has it.

The castle is definitely worth a look at the very least, although due to a horrendously long queue, I neglected to pay the rather steep £12 entrance fee and have a look inside. There are actually a whole host of completely free museums around Edinburgh, which are just as interesting. Take the Writers Museum, tucked into a back alley called Lady Stairs’ Close, which displays exhibits relating to the life and work of Robert Louis Stevenson and Sir Walter Scott. There is also the Childhood Museum and most magnificently, the National Museum of Scotland. There is easily enough to keep you interested for a number of days.

My favourite place in Edinburgh however, is rather special - Greyfriars Kirkyard. It was in this cemetery that the legendary Highland Terrier Greyfriars Bobby dutifully guarded his masters’ grave, until he too passed away. You can visit both Bobby’s and John Gray’s graves, along with patting the statue of Bobby at the entrance for good luck. Away from the rumble of the traffic, the excellent view of the city from the Kirkyard feels like a step back in time.

Whilst I could draw tentative similarities with both Bristol and Bath, the truth is that Edinburgh is unique. Surrounded by a number of imposing rock formations such as Arthur’s Seat and Calton Hill, its striking location and sense of "Auld Lang Syne" is testament as to why it is so enduringly popular.