I've been at that guitar guitar in edinburgh. My sis is at Uni there, last summer i went. It has engls, marshall, mesa, vht, stuff like that. It seems to have a good selection, although I was looking at amps, not pedals. It's about 3 miles outside edinburgh, though- you basically head out the road going out the west of edinburgh towards the zoo. Corstorphine road, I think it is, you need to aim for. I think the actual shop is on st. john's road/street, i think the corstorphine road becomes st. john's road. There's a big shopping centre about 50 yards past it (tesco, pc world, mcdonalds) so you can get something to eat while you're there etc.
The sound control is in the grassmarket (i think that's the one). It's not bad, but doesn't hold a candle to guitar guitar. Worth a look because it's pretty close to the centre of edinburgh, though.
I haven't been in scayles, but I know where it is (about 100 yards from my sister's flat, lol). It's on clerk street (or more accurately, st patrick's square, i think)- basically, on one of the main roads into princes street. It's a bit out of the centre, though- you'd probably need to take a bus. Basically, get to the north bridge, and keep walking away from princes street (or get a bus).
I haven't been to scayles' second shop- I have no idea where it is.
Hope that helped.