Sounds like a nice walk - and convenient. You could do that on public transport even! I regret never exploring the Pentlands during all the years I spent in Edinburgh. I suppose if you keep going south west you can lose yourself in the dark Lanark Moors
I have only once been fairly far west. Always the east which is more "interesting". By public transport you would have a very boring walk in and out of balerno on a road. A better version if you want to use public transport, is to walk from 9 Mile Burn back to Flotterstone or all the way back to the Ski Slope. You can always come back fro a holiday and bring your boots.