When I was a PHRP Ranger, we used to direct folk to either Bonaly, or to a little old quarry area on the Hillend-Boghall path. This latter one is handy as it's just a short walk from the ski slope car park. It has a great view over the city in the evening – but there is no running water nearby.
Other options have been mentioned and are potentially nicer areas if you don't mind lugging the tent further.
Going up the Borestane path from Listonshiels, there's an area of woods on the left before the Yellow Brick Road junction, a lovely spot up at the Borestane itself, and another reached by heading South West from the Borestane along a small track, then downhill to an enclosed woodland. This is quite an interesting area as it's full of different species of trees.
From Listonshiels, you can follow an old track SW (detour round Listonshiels itself to the South). After a bit of moor bashing, there's an older shelter belt with a small stream running through it and a drystane dyke. The path (probably) continues to the Cauldstane Slap path but it's difficult to find now.
If you want any GRs, just let me know.