I visit Denmark frequently. I am a Scot living in Glasgow.

As Romelle said, you should tell us why you find Denmark so fascinating and then we can suggest some ideas to minimise the costs. Anything which involves service is expensive because of high taxes and wages but retail prices of food and drink are not far above most of Western Europe.

For a visitor the Copenhagen region including Hamlet's Castle at Helsingor is a must-see and with a good public transport system you need not stay downtown. Other interesting cities include Odense (Hans Christian Andersen) and Aalborg,