Nordic Countries - Poss change in plans - Copenhagen for a week at Xmas?

What's to do in Copenhagen to keep us busy for a week from Xmas to new years? I was last there (gulp) in the 70's so this would be quite different :)

I know about Tivoli, I'm wondering if the weather gets bad what indoor activities are there that don't include shopping?

Sorry to be so general but this will be a last minute trip to cap off a crappy year with a winter treat.

thanks

Madama Butterfly is being given on the 27th and the 30th at the (new) Opera House. The performance levels and artistic values are very high, and the opera house itself is both architecturally stunning and (acoustics, comfort) audience-friendly.