I've been too skint to do much eating, drinking or dancing recently, but based on guesswork and memory...
If you're here on Fri 30th, there's
Absynth
The last time I went it was fairly standard goth/industrial/ebm bollox, but OK if you like that kind of thing, and with an above-average proportion of old 80s/trad goth stuff. I might well be along on the 30th.
In terms of drinking, there's
the Voodoo Rooms which looks nice but is ridiculously expensive. They do food too though I've never tried it.
If your taste is more downmarket there's also
the Black Rose which is still somewhat overpriced, but hey, this is Edinburgh