We had a good experience at

http://www.imperial-hotel-copenhagen.com/

and a really good price. We had taken the train from Göteborg Sweden and were glad that this was close to Copenhagen C (not to mention for the walk back to the station early morning for our flight home).

Rooms were comfortable, not large. Bathroom was smaller but decent (half shower door meant the marbled bathroom got VERY slippery). Easy walk to Stroget.