It was interesting to experience first hand the "you can't film police" rule. My Office is located at the top of Cornhill, so I had a great view of the G20 protesters. This wasn't the hub of activity, but there were people spoiling for fights and there were more than just handful of police, each with a camera trained on them. They were happy to be filmed.
Obviously this is just one incident, but it demonstrates my initial thoughts. If you're not causing a nuisance, police will be happy to let you film.