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They go from the bus interchange a couple of minutes away from the train station.
If you're not familiar with it walk out of the main exit of the station, cross over the pedestrian crossing and there's a little covered walkway to your right. That brings you out right in front of the bus...
Edinburgh isn't so bad once you realise that the platforms are more or less numbered clockwise around the main island. The first time I visited though I was very confused and couldn't figure it out at all.
It's already been mentioned but Stratford has to be one of the worst, I've not used it...
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