If you can't get on a direct flight, and take a connection, stick with flying.
Make sure you buy your entire journey as one ticket. So PHL to GLA/EDI as one even if you connect. This way, if there is a problem, the airline is responsible to get you to your final destination. If delayed, they must put you on the next available flight. They may also have to offer food/accomodations/floor show. Okay, maybe not a floor show.
If you decide to take the train part of the way, and there is a problem with your original flight, or a problem with the trains, the airline is not responsible for the rest of your journey.
I travel a great deal by air. If I can't get a direct flight and need to get a connection, I try to connect at an airport that gives me multiple options. If there is only one flight a day, and you miss it, you have to wait until the next day and hope there is room for you.
So, for Glasgow or Edinburgh, if I have to connect outside the US, I would first look at London Heathrow/Gatwick or Dublin due to the many flight from those airports to Scotland. I also try not to change airports within in a city if I can.
As a side note, my last three direct trains from Manchester to Scotland on TransPenine Express were cancelled last minute. I had to make numerous connections. Do you really need that hassle after a long transatlantic flight?