Danes: friendly, smug people with an English wit, but conversely they are often brutally direct. So direct that it is either dumbfounding or amusing, depending on your mood. They tend to be playful, though.
Copenhagen is even more expensive than the rest of the Denmark, but the whole place is just staggeringly expensive. An hour of escorting was $400-$500 when I last checked, versus half that in Toronto. Hotels are also pricey.
Nice town for walking, since it's rather compact and only about a million people.