A graph $G$ admitting a group $H$ of automorphisms acting semi-regularly on the vertices with exactly two orbits is called a {em bi-Cayley graph/} over $H$. Such a graph $G$ is called {em normal/} if $H$ is normal in the full automorphism group of $G$, and {em normal edge-transitive/} if the normaliser of $H$ in the full automorphism group of $G$ is transitive on the edges of $G$. % In this paper, we give a characterisation of normal edge-transitive bi-Cayley graphs, %which form an important subfamily of bi-Cayley graphs, and in particular, we give a detailed description of $2$-arc-transitive normal bi-Cayley graphs. Using this, we investigate three classes of bi-Cayley graphs, namely those over abelian groups, dihedral groups and metacyclic $p$-groups. We find that under certain conditions, `normal edge-transitive is the same as `normal for graphs in these three classes. As a by-product, we obtain a complete classification of all connected trivalent edge-transitive graphs of girth at most $6$, and answer some open questions from the literature about $2$-arc-transitive, half-arc-transitive and semisymmetric graphs.