Why go now?
The sun may be in short supply at this time of year but the Danish capital is still a perfect winter getaway. The festive season is celebrated in style - bars and restaurants become snug candlelit affairs, ice rinks pop up across the city, and you're never too far from a steaming cup of glogg (think mulled wine on steroids) or a warming aquavit (Danish schnapps). The Danes even have a special word, hygge, to describe a cosy, welcoming atmosphere. Add cutting-edge architecture, fantastic nightlife and stress-free connections via the gleaming Kastrup airport and you'll wonder why you don't go every year.
Checking in
Bang in the centre of the old town, the recently opened Hotel 27 (00 45 70 275627; hotel27.dk) offers beautifully formed minimalist rooms (doubles £130) plus an in-house Absolut Icebar where you don fur coat and gloves to sip vodka cocktails in sub-zero temperatures. Or opt for some Balinese style at the Carlton Hotel Guldsmeden (00 45 33 221500; hotelguldsmeden.dk) which has modern art on the walls, wooden floors and teak four-poster beds, from £100 a night for a double. If you're on a tighter budget, the Cab Inn chain (00 45 33 210400; cabinn.com) offers the best rates in town, with comfortable cabin-style en suites (£60) at three central locations.
Hit the streets
As of last week, Tivoli Gardens (tivoli.dk), Copenhagen's world-famous theme park, has been transformed into a buzzing Christmas market, with fairy lights and stalls selling gifts and festive food and drink. From here, head over Radhuspladsen to the pedestrianised Stroget shopping street, where you'll find everything from H&M to top Danish über-trend labels Bruuns Bazaar and Malene Birger. While you're in the area, climb the 209-metre spiral ramp to the top of the Rundetaarn (Round Tower), a 350-year-old observatory offering fantastic views across the city. South across the Knippelsbro bridge you'll find Christiania, an area colonised by hippies in the early 1970s and still a partially self-governing 'free city' full of vegetarian restaurants and cooperative shops. Groovy Pusher Street was once the home of hash dealers.
Coffee break
You can't visit Copenhagen without trying a Danish pastry, and the most authentic and delicious versions are to be found at Lagkagehuset (Torvegade 45) a perfect canal-side pit stop which has great views, and decent coffee, too.
Neighbourhood watch
Vesterbro, the former red-light district, is now one of the hippest areas of the city, full of trendy bars, edgy fashion boutiques and ethnic restaurants. It's also within staggering distance of the Carlsberg Visitors Centre (visitcarlsberg.dk; £3.50) where you can learn how the perfect pint is created and sample some of the company's famous brews.
Worked up an appetite?
With more gourmet restaurants than the rest of Scandinavia put together, Copenhagen is a paradise for foodies. The latest stellar attraction is the double-Michelin-starred Noma (Strandgade 93; 00 45 32 963297; noma.dk) which dishes up perfectly crafted Nordic food at just about affordable prices (a three-course lunch will set you back £30). For something quintessentially Danish try the smorrebrod (open sandwiches) at Ida Davidsen (Store Kongensgade 70; idadavidsen.dk; 00 45 33 913655) - with over 200 varieties, you are bound to find at least one that you like. Copenhagen also has a large Thai population and correspondingly good Thai food. For a little slice of Bangkok, head to Ranees (00 45 35 368505; ranees.dk) on Blagards Plads, where you will find Thai classics and lesser-known dishes such as fish balls with banana flowers, all made with fresh seasonal ingredients.
The big night out
Kick off your night with cocktails at Our Bar (Studiestræde 7; ourbar.dk), the current hangout for Copenhagen's beautiful people, then follow the locals to the Norrebro district, the city's nightlife hotspot. Here you'll find stylish cafe-bars Sebastopol and Pussy Galore's Flying Circus on Sankt Hans Torv and the buzzing Apparatet club at Norrebrogade 184 (myspace.com/apparatet).
The morning after
The Danes are big fans of Sunday brunch, and you'll often find the bar where you were drinking the night before is serving huge plates of bacon, pancakes and eggs come morning. Check out the self-service brunch (£7-£9) at Bang & Jensen (Istedgade 130; bangogjensen.dk) or the elegant Apropos (Halmtorvet 12; cafeapropos.dk) in Vesterbro.
Getting there
Low-cost carrier Sterling (0870 787 8038; sterling.dk) flies to Copenhagen from Edinburgh, East Midlands and London Gatwick from £56. Easyjet (0871 750 0100; easyjet.com) flies to Copenhagen from London Stansted.
· The new Rough Guide to Europe on a Budget, for which Andy Turner wrote the Denmark chapter, is published in March (see roughguides.com for details)