Iain Dale is Presenter of LBC Drive, Managing Director of Biteback Publications, a columnist and broadcaster and a former Conservative Parliamentary candidate.

I’ve spent four days this week at the Edinburgh Festival, and have enjoyed every minute. It’s my first extended visit. I flew up from Norwich in a twin propeller plane that only had 30 seats and 20 passengers. I’m not afraid of flying, but I did wonder what this flight would be like. It turned out to be very smooth, and nothing to worry about at all. In all, I have seen 15 shows – not all of them about politics or radio, but most.

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My first show was on Monday, at the Pleasance, and was called Tony Benn’s last tape. It was a one man show, with Philip Bretherton playing Tony Benn in his twilight days, struggling to cope with the fact that he must now leave his fight to others. It didn’t really work on a number of levels. Bretherton looks nothing like Benn did, which is hardly surprising as I’d guess he was half his age. He also didn’t sound a lot like him.

Maybe I am being harsh because I knew Benn, and there were quite a few things in the play which I just know that Benn would never have thought, let alone said. At 80 minutes, it was also about 20 minutes too long. That’s not to say that it was unenjoyable, but I suppose I was hoping for something a bit more. A bit more emotional. A bit more Bennish.

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The next show also involved an actor playing a politician. I got to know David Benson many years ago when we’d both appear on Gyles Brandreth’s LBC radio show on a Sunday afternoon. He rose to fame for his depictions of Kenneth Williams and Frankie Howerd. At Edinburgh he plays Boris Johnson in Boris: King of the World.

By lucky coincience I met Gyles and his wife Michele in the queue. Well, more accurately I spotted them in the queue, which enabled me to queue jump! The auditorium was jampacked full, and I was slightly surprised it was so small. David was totally believeable as Boris, even though, physically and facially, he’s nothing like him. He absolutely got his voice, and at time it was like listening to Boris himself. It was a very physical performance, sometimes verging on the slapstick.

Actually, no. It was slapstick at times. I couldn’t work out at the end how satirical it was meant to be, and whether it was meant to serve as a warning as to what a Boris Prime Ministership might entail, or if Benson was actually being quite affectionate. It was a riproaring hour, and I imagine David lost a few pounds as it was incredibly hot, and he was, shall we say, sweating like a pig! If you can get tickets, this is a show not to be missed.

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I had only 20 minutes to get to the next venue, where I would be seeing UKIP: the musical. In some ways, it was all rather predictable. Yes, there were funny parts, but the jokes about UKIP being undercover Nazis wore a bit thin after a while. The singing was, however, superb, and it was all very fast-moving, with a cast of around a dozen 20-25 year olds.

It all got a bit strange when Nigel Farage won a General Election, but then more or less immediately resigned when he realised that the agenda of his colleaues was to forcibly remove all immigrants from the country. It was called the “Complete Solution”. The only surprise was that the decision wasn’t made at Wannsee.

So in some ways it was a very lazy narrative with a lot of easy jokes. I was expecting a little more, to be honest. It was a sellout, though, so they must be doing something right. I deliberately haven’t looked at the reviews of it. Basically, if you’re of a left-wing disposition and you think all UKIP supporters live in the past and are closet racists, you’ll probably love this. If you’re on the Right or have an open mind, you probably won’t. I didn’t, although it didn’t totally suck.

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My next port of call at 5pm was a few minutes walk away in a converted church in Cowgate, where the German comic Christian Schulte-Loh put on a free show. I saw him in Edinburgh on my last visit in 2010 and found him so hilarious that I then booked him to appear at an event I was hosting at that year’s Tory Party conference, where he went down a storm. Some of you may remember that night when I also booked Steve Nallon, the Margaret Thatcher impersonator. Christian was in brilliant form, and if I’m honest, this was the most enjoyable show of the day. He relies on making fun of national stereotypes, not just his own. He picks on members of the audience, but not in an awkward way. This can, however backfire. He told a story of a woman he picked on who, when asked what she did for a living, she said “I work in the Holocaust Centre.” Christian paused for a second, before replying that his Grandfather had done something similar… And that was the last time he performed in Israel. Boom boom. He was also very funny when a member of the audience outed himself as a Greek. Christian told the Greek man not to worry about putting any money in the bucket at the end of the show, as the Germans in the audience would bail him out. If you have a chance, go and see him. He deserves to be a lot more well-known than he actually is.

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The final event of the evening was back at the Pleasance to see Matt Forde interview leader Ruth Davidson. I hadn’t met her before, so I was quite keen to see what she’d be like in such an arena. You didn’t have to be a Tory to be impressed by her: feisty, funny, intelligent, brave. She really wowed the audience and I think convinced everyone that the Tories could be on the verge of a bit of a breakthrough in Scotland.

She certainly believes that the Party can win more seats next May than Labour, and on the current polling you’d have to say she’s not being unrealistic. I liked Matt’s interviewing style, and he managed to tease a lot out of her. This type of event isn’t really designed for a hard-hitting political interrogation, but it was no the worse for it. It also gave me an idea for an Edinburgh show in future years.

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On Tuesday, the first show of the afternoon was Steve Richards: Rock ‘n’ Roll Politics. For those who don’t know, Steve is Chief Political Commentator at The Independent. This is his second year at the Festival, and he performs his show in London fairly regularly. It was a sell-out – and there’s clearly an appetite for this sort of thing, given yesterday’s Matt Forde/Ruth Davidson event. It’s set me thinking about possibly putting on some sort of show here some time in the future.

Anyway, Steve was a bundle of energy and really engaged the audience. He put two dilemmas to the audience, asking them to imagine they were David Cameron trying to decide the date of the EU Referendum, and that they were Nicola Sturgeon deciding whether to include a manifesto promise for a second referendum in next year’s Scottish elections.

One of his aims was clearly to challenge some of the audience’s preconceptions about the decisions politicians make and why they make them. He did it with humour and self-deprecation, even if some of his impressions were dodgier than others!

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So from the Assembly Rooms back to the Pleasance for Gyles Brandreth’s new show Word Play. Gyles has become a bit of a festival institution, and always pays to sellout audiences. This was vintage Brandreth – at times hilarious, at times slapstick, at times deep and meaningful, at times informative.

I wasn’t sure what to expect as the title of the show was a bit ‘Countdownesque’ but Gyles really delivered a tour de force, ostensibly explaining the power of words, but always willing to go off on a very entertaining tangent. The audience loved it. Perhaps the highlight was when he got us all on our feet to march to the lyrics “Leading with our nipples”. Perhaps you had to be there. A definite five stars.

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The final show of the day was An Audience with Jimmy Savile. I’m going to be honest. I nearly didn’t go. Did I really want to spend an hour thinking about this lowlife? In all honesty I did not, but so many people had said it was a brilliant play that I decided to go after all.

It was the right decision. Alistair McGowan was utterly brilliant in his depiction of the monster You’d expect him to get the voice right, but had all Savile’s mannerisms off to a tee too. The script was deft, and the four other actors involved all played their roles to perfection. It was a lovely surprise to see Graham Seed playing a chat show host, and he carried it off well.

The audience sometimes didn’t know whether to clap or laugh, as either felt almost inappropriate. At the end as McGowan departed the stage it felt totally wrong to clap, and there was a moment of silence when we just didn’t know what to do. But as soon as the actors came back on stage they got deserved sustained applause. None of the actors smiled. It would have been wrong.

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On Wednesday, my final day in Edinburgh, the first show of the day was at the Assembly Rooms and was called Playing Maggie. It was a one man show starring Pip Utton, a 60 year old male actor from a mining village in Staffordshire. Who was playing Maggie. Really.

The fact that he looked nothing like her and sounded little like her wasn’t really the point. He opened with a bit of a monologue, and then took audience questions. The audience played along and addressed him as if he really was her. He actually improvised very well, and you could actually imagine her giving some of the answers he gave. He also had some great comic timing.

But Upton really needed to put more effort into the voice and her mannerisms. Studying Steve Nallon would have done him no harm at all. I never quite understood whether he was a fan or not, but it was clear that the Iron Lady had played a big part in his family’s life. His father had been a miner and blamed the closure of his pit on her – and everything else for that matter. As people do. Even now.

The hour finished with “the Lady’s not for turning” quote, which Upton got slightly wrong, just as he did with the “Where there Is Discord” quote. I felt a bit awful at the end for pointing this out to him after the show, but he told me my book of Margaret Thatcher quotations is his bible and is by his bedside. As it should be for everyone!

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You know what they say about leaving the best till last? Well that’s what I did. My last show of my visit was Margaret Thatcher, Queen of Soho. And it was the best, edging even Gyles into second place.

The show played in Leicester Square a few months ago, but I didn’t manage to get to see it. Oh, what I missed out on. This was a joy from beginning to end. A mixture of high campery, slapstick, great music and subtle political messaging, it hit all the right notes, both musically and theatrically.

I’d say 90 per cent of the audience weren’t even born when Mrs T was deposed, but they seemed to get even the most obscure references to things that happened during the 1980s. The show revolves around the issue of Section 28, and hints that Mrs T wasn’t exactly in favour of it herself. Dame Jill Knight, played by a mustachioed man, was the baddie of the evening. Mrs T even has a snog with Peter Tatchell, but it was a scene featuring the ghost of Winston Churchill that stole the show.

As Kenny Everett might say, all in the best possible taste. Not. But it was very funny. It was an hour that you never wanted to end. But just as it ended, a wicked thought struck me. Wouldn’t it be fun to hire the cast to perform at the Conservative Party Conference. Watch this space, ladies and gentlemen. Coming to a stage in Manchester…leave it to me…