So we are heading to Oslo for a few nights then getting the ferry down to Copenhagen and going direct to Malmo for a night. We have 3 nights to spend anywhere in Denmark before we are then booked in to Legoland Billund. We were going to do the obvious thing and stay in Copenhagen but now I am looking at Odense and Aarhus and thinking actually they look lovely and peaceful for a few days or would we regret not doing Copenhagen?