I've been to Copenhagen and it's amazing. Definitely check out Christiania when you're there. It's a small hippy village that's in an old army base in the middle of the city. It's really interesting, they sell weed legally on the streets, and you can relax with a beer on picnic benches. Even if you don't smoke, still go. It's quite an experience. They only have three laws: No hard drugs. No pictures. No running.
http://en.wikipedia.org/wiki/Freetown_Christiania