From what I have seen (visiting hotels that fellow FT'ers have stayed on when visiting my capital city) Copenhagen hotels are
awful. The value for money is very bad in my opinion. I think I would demand payment to stay at some of these places.
I would suggest either the new Hilton at the airport or a Radisson SAS hotel. I think the value for price paid is best at these places.
Also, we do not have a subway in Copenhagen (yet).