SideTracked Caches are intended to provide quick Cache-and-Dashes at train Stations: they don't aim to show you a nice location but rather to provide something to do to travellers who may have a few minutes between trains: see the official website for the SideTracked Series for more information. This cache is near the old archived cache, just across the road from Edinburgh Waverley station (Market Street entrance).
Waverley station is Edinburgh's main station, with train services to the rest of Scotland and many places in England. It has 18 platforms and has an average of 20 million people use it every year, covering the East Coast Main Line and even accommodates the recently added Borders Railway service, giving people better access to the Scottish Borders. :)
Not far from the cache you can also get a bus to Edinburgh Airport (Airlink 100) for travelling further afield, or buses to the rest of the city for more local travel.
If you continue towards Princes Street, you'll also see the Edinburgh Trams running. :)
The station is currently undergoing major redevoplemt to make it brighter and more accessible. The recently reopened Market Street entrance will give you a taste of the station's future. For further details, see the National Rail website.
The cache is just outside the Market Street entrance to the station, where you have a choice of stairs or lifts to street level. Cross the road at the lights, then follow your GPS to the cache's location (or follow the hint).
The Cache: The cache is NOT wheelchair accessible (not easily anyway as it's about 6ft high) but is stroller accessible if you arrive from the direction of the station. I've also downgraded the size of the cache from the original as that kept going missing, so no trackables I'm afraid! :(
Signal around GZ can be jumpy due to the buildings, but coordinates are within a few metres, and I've added a hint to narrow it down more.
Thanks to MonsterSquirrel for the information on the original cache page
Anyway, enjoy the cache, and the sights while you're there - photos are definately welcome (except spoiler pics) :)