I assume that you are going now or soon.

I would recommend Copenhagen as it is a big city with lots to see and it is cheaper to eat here than in Norway.
Also being a big city you are not as limited by bad weather (cold, rain, snow) as you would be in a smaller city.
Not to mention day light hours - easier to find something to do in the dark in a big city.

I love Bergen ( very beautiful ) but it is much smaller and nicest in the spring/summer. And I found eating out to be very expensive.
If you are going later in the year, Bergen could be a good choice, very charming houses in the old part and beautiful nature.

Oslo is not as interesting as your two other choices, I find.