Edmund Gosse on Robert Louis Stevenson and Edinburgh:
Stevenson was not very happy in Edinburgh, and yet not perfectly happy anywhere else. He was severe on the climate and architecture of Edinburgh, but when Glasgow people rejoiced he told them to wait a while, for he had not written his book about Glasgow yet. Stevenson told me that, as a youth, he used to hang over the Waverley Bridge watching the trains start southward and longing to start too. He shrank from the cold for he was delicate; and he shrank from the somewhat excessive piety that surrounded him. But he loved Edinburgh with a passionate love, and in the tropical atmosphere of Samoa he was always longing to go back to the Gray Metropolis of the North.
(From Rosaline Massin, ed., I Can Remember Robert Louis Stevenson, 1922.)
The book obliquely referred to above is doubtless Stevenson's Edinburgh: Picturesque Notes, one of my favourites. For some choice quotations from it, the city in Stevenson's own words, click here.