Alison's B&B was what I was looking for. It's central and extremely close to Edinburgh's city centre. The house is comfortable and me and my friend loved it. Bathroom/shower are shared with other possible guests, but that always works out very easily (there is only another room that can be booked at the same time).
Alison makes sure that when you come downstairs in the morning you can enjoy a nice breakfast with nearly everything, while looking at people passing by through the windows of the living room. If you are lucky to meet her husband Christian, you can enjoy nice conversations and helpful advices too. We felt like just being guests by friends we know since a long time.
On top of that, Alison's two cats just love visitors and will probably become your next best friends (and I am "a dog person").
Alison provides you with a map of the city and flyers of other worth-seeing places in town as well as tons of insider advices; this way your visit of Edinburgh can start in the best way possible. A key to the house is also provided, for your comfort and independence.
I can only suggest Alison's B&B, particularly if you are allergic to sterile and characterless hotels or are looking for a room in a house where you get to know nice people.