General advice
Find a comfortable place to base yourself when you want to relax between shows. Pleasance Courtyard, Pleasance Dome, Summerhall, Gilded Balloon Teviot, Underbelly, Assembly George Square Gardens and some other venues have nice public areas with bars, but they can get very busy in evenings and weekends and in some cases are outdoors so not as attractive when the weather turns wet. The Book Festival has always had plenty of areas to relax quietly with a book and a drink, although I haven’t been to its current venue yet.
There is free Wi-Fi at lots of places in Edinburgh including most of the larger venues—although getting connected is easier in some places than in others.
Don’t forget to schedule in time to eat. And don’t make the mistake that I’ve made in the past in thinking that normal food outlets are open in Edinburgh on a Sunday, although there are now food stalls in some areas set up specially for the Fringe that seem to be open every day. Also, if you’re thinking of taking a bottle of wine back to your accommodation at the end of the night, remember the licensing laws are different in Scotland, so the alcohol section of the supermarket will be roped off at 10PM prompt.
Try to have at least one day off from watching shows and do something completely different. In the past, we’ve had several trips to Edinburgh Zoo (which is on the side of a steep hill, obviously), taken train trips to North Berwick and Dundee, visited a few art galleries, wandered around the Botanic Gardens (always worth a visit) or just had a walk. One of our reviewers plays golf at least once a week. You could even visit the tourist places like the Castle, Holyrood etc. Just take a break once in a while and you’ll feel better for it.
Finally, get some sleep. It is possible to be in some event or other from first thing in the morning to the early hours of the following morning, but you won’t be getting the most out of the experience, or be popular with others in the audience, if you’re nodding off during performances.