Thanks to all for a very interesting post indeed. I'm sure this information would help lots of us out. 
My questions are, if anyone can help shed light.
Is there an index or list of what Kirk sessions are where. ie is there a listing of what is held in Edinburgh? Also if they are still held at the individual Kirks, how do you track down which Kirk the session or book of discipline might be in if you only have the parish name mentioned in the OPR?
Thanks,
Grothenwell
I was worried someone might ask that question

as the answer is far from straightforward.
Basically, 95+% of Established Church of Scotland (ECoS) sessional records are held at National Archives of Scotland in Edinburgh, either in the form of the originals (currently being digitised) or microfilms of originals which have been sent back to regional archives. A look at the index on the NAS website will let you know what they hold.
The complication starts to creep in where sessional minutes etc. were regarded by the holder as more personal than official, and never made it to NAS.
There are even worse complications in terms of the various secession churches. While NAS holds a good number of such records, there are many others in local archives around the country. Again have a look at the NAS index.
There is a UK national project on the go to bring together via one portal site the indexes of the holdings of all archives. See
http://www.scan.org.uk/ for Scotland.
Finally, those Free Kirk congregations (and successor schisms) who didn't take part in the amalgamation in 1929 with the Auld Kirk (ECoS) may never have deposited their sessional and other records with any archive.
I'm led to believe that the British Section of the LDS Family History Library in Salt Lake City completed a project around a year ago to document and list every extant Scottish church record, in the form of 3 looseleaf binders in the library, - but you'll have to visit Salt Lake City to consult this!, - and I'm not aware of any immediate plans to make this available in a different format, e.g. a CD.........
Sources such as Groome's Gazeteer and the Second or New Statisitical Account (Google for the University of Edinburgh website that has the full text of this) are good sources of the various churches in a parish.
The Church of Scotland website at
http://www.churchofscotland.org.uk/ is one place to start in terms of establishing the location of present day churches.
The Free Church website is at
http://www.freechurch.org/The Free Presbyterian Church of Scotland is at
http://www.fpchurch.org.uk/The United Free Church of Scotland is at
http://www.ufcos.org.uk/The Scottish Episcopal Church is at
http://www.scotland.anglican.org/ The Free Church of Scotland [continuing] is at
http://www.freechurchcontinuing.co.uk/ibi