Many many good options. The above mentioned whisky society in Leith and the Whisky Experience by the Castle will probably have the widest possible selection.
Any pub will prob have half a dozen, and the better will likely have 10-20, but pubs I like with proper good selections include:
Bow Bar, Victoria St
Teuchters' Landing, Leith (You can play whisky hoopla for about £2.50 - throw a wooden ring at the bottles and you drink what it lands around, miss and you get a sheep dip horror whisky)
Blue Blazer, Spittal St
Canny Man, Morningside
The Diggers, Dalry