You could try going around the corner and descending into the dank, moldy depths of the Edinburgh Dungeon, a celebration of torture, depravity, and, of course, plywood (like certain theme parks during the month of October). Oh, and bathroom jokes--plenty of those--all for 7.5 pounds.
The Dungeon isn't a maze as much as a series of exhibits and brief skits--all having to do with the less savory side of Scottish history--that is, torture, cannibalism, and body snatching.
You start with a museum, of sorts, celebrating some of Edinburgh's colorful history, such as witch trials and the expolits of Deacon Brodie (the inspiration for Jeckyll and Hyde--hoist a pint at his pub later). From then on, you're led through various set pieces, such as a 19th-century operating theatre (for a wee bit 'o' dissection, of course), the cave hideout of Sawney Bean's cannibal clan (best not ask about the menu), and a lonely McDonald hut on Glencoe (where you await the coming of the vicious Campbell Clan--hey, don't look at me). There's even a "boat ride" (on rails) through a cave of vampires.
Most of this is more for laughs than scares. The cast is energetic and keeps things hopping, although the screechy Scottish accent of Sawney Bean's wee wisp of a daughter could cause serious brain damage with prolonged exposure. The sets and effects are on a par with what you'd see at a theme park haunting--but be wary of looking up if someone yells "gardaloo," lest a quaint, medieval Edinburgh tradition splatter all over your face.
Edinburgh Castle, by the way, has an excellent walkthrough exhibit through its old prison--more educational and just as entertaining as the Dungeon.