I could post a rather exhaustive description of what happens, the parlours and their current girls, that I have on my laptop but I'll give you a quick rundown...
You enter the parlour and pay a fee, typically 20-25 for half hour, 30 to 40 for an hour depending on the parlour. One example is Newtown which is 20 and 30, Scorpio is 25 and 35. Note that Gemini seems to have a flat rate, not sure of the 30 min cost, but 45 mins is 80, 1 hour is 85.
You are then invited in where you will usually be offered a locker and a towel, and after a shower etc can join the ladies in a lounge where you can then choose your companion. In the room you can expect to pay around 50 for a half hour and around 70 to 80 for the hour. There may or may not be extras on top for things like CIM, come twice etc. This can vary not only between parlours but between girls in the parlours. This means that some girls can end up costing quite a bit more than you'd expect, while others can be a bundle of multiple come fun for a great price.
Right now, Newtown is a pretty good bet with some nice girls including Shia (superstar), Daphne (excellent) and various other girls who generally seem to be held in good regard. Reviews on here tell you who to avoid there. Blair Street is also generally well thought of, as is London Street it seems, though I haven't been in either for years. Scorpio needs an overhaul of the premises, but the girls, particularly the Scottish ones (and Thai Tanya) are damn good at their jobs. Gemma, Laurelle and Stephanie are examples of good girls currently there.
Haven't been in Carols for a year or so, but I generally found it a decent enough place with good girls. Gemini is also good, and hopefully will get more staff soon.
I've also had a couple of good punts in the Executive sauna, though I bailed out of my last visit as the talent was really disappointing. That may have changed. The Ambassador has great premises, and some girls who in the past worked at the New Blythswood in Glasgow. However, of the visits I've had, none really give me a reason to recommend it over, say, Newtown, or other well regarded parlours.
Hope that Helps.
Edited to add:
In terms of Etiquette, don't be afraid to tell your girl what kind of thing you're looking for. You'll have a much better time if you're both trying to go in the same direction, assuming you've chosen a good girl. Other than that, just be pleasant and friendly and you should have a good time. I've had some great times in the Edinburgh parlours over the last few years, just by relaxing, being friendly and making sure myself and the girl both know what we're doing.