At the end of August the various festivals depart Edinburgh, leaving mixed emotions behind. With the onset of postcode read-outs, we now know that the majority of Edinburgh households do not decamp for the month, having sublet their properties to theatre companies at outrageous mark-ups. Ticket sales show that, in fact, the bulk of festival tickets are bought by locals — those within the various EH postcodes. The city is energised by all this activity, and no amount of carping by taxi drivers and disgruntled residents can detract from the feelgood factor.

In itself, however, this poses a problem — what to do when the circus leaves town? Devoid of the thousands of stand-up comedians, Belgian juggling troupes and first-run Korean gangster movies, what is left for the visitor or denizen to enjoy?

Answer? Everything.

Because Edinburgh actually comes alive in September, when the bulk of the tourists have departed, but the latest intake of students has yet to arrive. It’s a time for city folk to recuperate, take stock and wander through empty streets, pausing at equally empty coffee shops and restaurants. It’s the one month of the year when you’re more likely to be taken for a local than a tourist.

More than this, the Scottish weather can be unseasonably kind in September, as if in apology for wet springs and chilled summers. Bruntsfield Links, between Tollcross and Morningside, likes to describe itself as the oldest continually played golf course in the world. It’s actually an extended pitch-and-putt course, but remains a spectacular link to the past — and cheap with it: just turn up with a putter and nine iron on a sunny, unblustery day. But remember, too, as you admire the undulating landscape, with its distant views of the castle, that according to lore, Bruntsfield is where Edinburgh used to bury its unmourned dead.

One of the main reasons I write about Edinburgh is to announce to the world its hidden side. It seems to me the perfect Jekyll and Hyde city, its secrets tucked away quietly beneath apparent probity. If I’m showing friends around the city, for example, I’m liable to steer them past the treasures on the Museum of Scotland’s ground floor in Chambers Street, heading instead for level four and the display of tiny hand-crafted coffins.

These intricate designs were found hidden in a cave on Arthur’s Seat — itself a volcanic plug to rival Castle Rock — in the 19th century ... and nobody knows what they were doing there. When I first set eyes upon them, I knew they would make a great novel — The Falls was the result. Likewise, walks to Calton Hill and the Water of Leith suggested climactic scenes and murder sites for various Rebus novels.

Fans of the macabre are now catered for by various walking tours throughout the city. Some of these celebrate writers, ghosts and historical incidents. Fans of Inspector Rebus and Trainspotting have their own dedicated tours, while midnight walks through the Old Town (between the Castle and the Palace of Holyrood) provide chills that have little to do with the approaching autumn.

My favourite remains Mary King’s Close. This is a street beneath the City Chambers, on the Royal Mile. Visited by the plague, it was eventually abandoned and used as the foundation for new buildings. A few of its steep, narrow streets remain, however, and give a glimpse of life in the 17th century. I used it as the setting for a murder in my novel Mortal Causes, though current tour guides will explain exactly what historical mistakes I made. Nevertheless, many of its rooms and alleys hint at malevolence, and visitors have felt the clammy hand of suggestion on their shoulder as they pad along its passageways. It remains notable, however, for the accuracy of its historical narrative and the gusto of its curators.

In similar fashion, the first time I walked around the museum within Surgeons’ Hall (Nicolson Street), I knew it would make a great setting for a book. At one time, much of it was closed to the public, whose sensitivities had to be protected. But after redecoration and an admirable rethink, most sections are now open to all. It remains far enough off the beaten track, however, that not even locals know it’s there, especially as its main entrance lies incongruously within a tenement stairwell.

Once inside, however, provided you can tear your eyes away from the display of early dentistry equipment, you can learn about the history of surgery in Edinburgh, including fascinating items relating to grave-robbing (a wallet made of human skin), anaesthesia and warfare. Directly across the road is the Festival Theatre, whose postmodern glass frontage disguises a traditionally built interior.

A good place to stop for a coffee, but climb a few storeys and a display tells the extraordinary tale of a fire that broke out on the site in 1911. The most famous illusionist of his day, the Great Lafayette, died in the conflagration — as did a boy who played a midget in one of his set pieces. Most intriguing of all, however, is that the thousands of mourners who lined the funeral route for Lafayette were misguided: his actual corpse turned up days later in the rubble of the theatre. An accomplice had been mourned in his place.

In August, it can sometimes seem that solitude is not an option in Edinburgh. The normally placid drive around the extinct volcano of Arthur’s Seat becomes a convoy, the climb to its summit an expedition of multitudes. In September, this changes, highlighting that Edinburgh is a city the size of a town that can feel as intimate as a village.

My favourite walks include the canal, from the newly opened Cargo bar and restaurant (on Fountainbridge) to the village of Ratho and beyond, and the extraordinary Hermitage of Braid. The former is a treat: flat, populated with ducks, swans and moorhens, and home to the most obliging cyclists in the country. It runs through a changing landscape of breweries, suburbs and wilderness, and pitches up at towns such as Linlithgow and Falkirk before terminating in Glasgow, almost 40 miles from its starting point in the heart of Edinburgh.

The latter is different again, a ribbon of countryside walk between Braid Road, in Morningside, and Liberton Road, in the city’s southeast corner. Until relatively recently, this was all private land, and Hermitage of Braid House (now a visitors’ centre) stands as testament to this. The Hermitage is a great place for a picnic or for dog-walking. Galoshes willing, it can also become a vast expanse of play-park for kids of all ages. Serious climbs are there for those who wish them, while the constant trickling of the stream provides a calming soundtrack to minds frazzled by too much culture.

As a city, Edinburgh constantly surprises. I know of no other place its size so replete with nooks and crannies. Sometimes it seems more maze than urban environment, and a lifetime could be spent exploring the various wynds and vennels that sit like frayed tassels the whole length of the belt called the Royal Mile. One such narrow street, Byers Close, has been boarded up for decades. It sits practically opposite St Giles’ Cathedral, yet remains a mystery to the majority of residents. There are plans to reopen and redevelop it, but meantime its padlocked wooden door is a tantalising reminder that Edinburgh has yet to give up some of its secrets.

The same is true of my favourite pubs and restaurants: they tend to be places known only to locals. The Oxford Bar is one such. Located down a lane (Young Street) just north of George Street, it gets little in the way of passing trade, which is why Inspector Rebus drinks there. With few amenities and a wary attitude to strangers, it provides Rebus with refuge and sustenance. Similarly, good local restaurants such as Le Bistro des Arts (Colinton Road) and New Bell (Causewayside) are off the beaten track, providing reasonably priced meals to locals as well as a few intrepid visitors.

Edinburgh’s residents do a lot of eating out in the autumn, refuelling for the long winter months. Twenty years ago, the choice of restaurants was limited, but it now stretches from local chains such as Howies to the sumptuous indulgence of Rhubarb (Prestonfield House Hotel) or Number One (Balmoral Hotel).

Well watered and well fed, you can enjoy one last secret part of Edinburgh: its neighbourhoods. These are small villages in themselves, and the inhabitants like to protect their privacy, but there’s fun to be had walking through areas such as Stockbridge, the Grange or Hillside of an evening, glimpsing life behind the net curtains or through well-lit chinks in the wooden shutters. It’s easy to imagine secret lives and little dramas being acted out all around: the rasping sound of footsteps on a tenement stair; a stone dropping noisily from a high bridge into the Water of Leith; shadows stretching along the castle walls. Robert Louis Stevenson called his native town a ‘precipitous city’, but it’s a place of the imagination, too. And as the days shorten and the sun drops in the sky, the light seems to sharpen over Edinburgh, throwing it into greater relief, providing it with a sense of both mystery and adventure. An adventure open to everybody.

Rebus’s Scotland — A Personal Journey by Ian Rankin is published by Orion Books at £20

GET A ROOM IN EDINBURGH

Prestonfield House (0131 225 7800, www.prestonfield.com) is a 17th-century country house in the shadow of Arthur’s Seat; doubles from £195, B&B. Ardmor House (0131 554 4944, www.ardmorhouse.com) is a chic B&B; doubles £75. Chris Robson / Scottish Viewpoint

Rankin’s city

Eats and drinks: Le Bistrot des Arts (0131 452 8453; two-course lunch menu £8.95, dinner mains £17).

The New Bell (233-235 Causewayside; 0131 668 2868; three-course dinner £23).

Howies restaurants (0131 561 4282, www.howies.uk.com), with branches on Bruntsfield Place, Waterloo Place, Victoria Street and Alva Street, offers a two-course lunch for £8.75 and a three-course dinner for £18.50.

Number One at the Balmoral (0131 557 6727; three-course dinners £22.95).

The Oxford Bar (8 Young Street; 0131 539 7119, www.oxfordbar.com) is Rebus’s local.

Activities: Bruntsfield Links (32 Barnton Avenue; 0131 336 1479; green fees £50).

Museum of Scotland (Chambers Street; 0131 247 4422, www.nms.ac.uk; open Monday-Saturday 10am-5pm, Sunday noon-5pm; free).

Rebus Tours (www.rebustours.com; two two-hour tours: £10).

Leith Walks offers Trainspotting tours (0131 555 2500, www.leithwalks.co.uk; 7.30pm on Friday and Saturday; £8).

The Real Mary King’s Close tour (0870 243 0160, www.realmarykingsclose.com; 10am-9pm daily; £8) leaves from Warriston’s Close, on the Royal Mile.

The Surgeons’ Hall Museum is at the Royal College of Surgeons (Nicolson Street; 0131 527 1600; open Monday-Friday, noon-4pm; free).

Festival Theatre (13-29 Nicolson Street; 0131 529 6000; open Monday-Saturday, 10am-6pm).