Hey JenM...Here are a few bars with live bands in Edinburgh....
The Royal Oak, 1 Infirmary Street - folk bar
The Cellar Bar, 1a Chambers Street - live bands week nights, jazz Friday and Saturday
Cas Rock Café, 104 West Port one of the city's oldest rock pubs ( This one is good)
The Tap O'Lauriston, 80 Lauriston Place
Hope that helps ya have a good rock'n night...be sure to tell!!!
AVOID THE LIQUID ROOM!!!