Scotland is a great country to visit. Some great places to visit are:
Edinburgh: There are many good shops and pubs to visit along the Royal Mile. At the end of the Royal Mile is some great Scotch shops and Edinburgh Castle, which is one of the best remaining castles in the U.K.
Stirling: Made famous by the Braveheart movie, Stirling has a wonderful castle built on a high outcrop of rock. The castle is surrounded by plains in all directions, which makes it a perfect location for a military fort.
The Isle of Skye on the northwest coast of Scotland is worth the 8 hour train ride for the beauty of the island. I believe sheep outnumber people here, but the landscape is unmatched in the U.K.
Linlithgow is located on one of the main railways near Ediburgh so it makes a nice day trip. Linlithgow Palace, the birthplace of Mary Queen of Scots is a beautiful structure and has a nice park. I also remember a really good bakery across the street where fresh baked scones are available with some good coffee or tea.
St. Andrews is one of my personal favorite towns to visit. Although the town is a little walk or bus ride from the train station there is much to see here. Scotland is the birthplace of golf and nothing symbolizes the sport more than the Old Course at St. Andrews. There are many good textile shops and pubs here were you can pick out a family tartan or have a drink. If you can, walk up the narrow stairs of St. Rules Tower for one of the best views in Scotland. From the top a great view of St. Andrews, the Old Course, and the North Sea is available.