Orkney and Shetland are especially far and expensive to get to. I've not been to the Shetland Isles but I do not regret my trip to some of the principal Orkney Islands - the naval history, the distinct culture, ancient sites, and the shear remoteness make it most interesting. I agree about leaving them to the second trip.
Skye is stunning and the entire journey there is enthralling from my way of viewing things. Spectacular lochs, and mountains and enchanting places. Don't miss Castle Eilean Dolan on the way to Skye. Book restaurants in Portree (on Skye) well in advance would be my other tip.
I hope you enjoy your visit, wear your kilt if you feel like it, don't be self conscious about it and expect to see that many others away from Edinburgh.