Seaside Denmark is pretty delightful. Lots of quaint towns, most tourists are european rather than US. I spent a few days on the island of Fano several years ago and loved it. I regret not getting up to Skaan (?) on the northern tip; supposed to be moderate climate and kind of an artists settlement.
Copenhagen is ok for a day or two, but no more. For something different, stay out in Dragor.
JP