Another good website for your search
http://www.propertytoday.co.uk/renting.aspx
TJ talks sense, Gorgy/Dalry may not be the nicest looking areas but they are near the road/bus route to get you to Gogarburn. Parts if Roseburn area are also OK. Should be fairy cheap too. They are also within walking distance to the centre.
The beauty of renting is that you can get an idea of the city for the first few months and then move to an area which you like. Your new work colleagues may even need a flat sharer or have a cheap room to rent.
On the Pentlands side of town Bonaly, Balerno, Currie, Juniper Green, Colinton, Craiglochart if you want to ride to the hills. Avoid Wester Hailes, Oxgangs, Sighthill, Stenhouse.