I haven't been to any of them, however I have visited Heriot-Watt before. I found that it was in an ok location. You either like the campus or not. It's basically in woodland on the outskirts of Edinburgh. Pretty quiet on the weekend but the buses into Edinburgh seem pretty regular and they pick you up right from the Uni campus.
It's a tough one to decide which to pick. I know they're all pretty decent universities.
I think Dundee has a great reputation for Civil Engineering. It seems like a bit of a 3 way tie in all honesty. Have you visited all 3 of them? Edinburgh has the best nightlife of the 3 which is a bonus, but Heriot-Watt is out of town so it's like a 15 minute bus journey into the city centre.
If I had to pick then I'd choose Heriot-Watt as it's in Edinburgh. I'd be inclined to pick Dundee over Aberdeen for it's engineering reputation but they're all good.
Good luck!