Roosh's "Dont Bang Denmark" was hilarious to read as a Dane, but a bit too harsh and didn't have quite enough practical recommendations as where to go to maximize your bang opportunitues. For that reason I've given some recommendations on where to go in mainly inner city Copenhagen and university areas.
I have only written about bars, since nightclubs is not my scene in Denmark, mostly because I don't find the odds very good, there can be long lines to get in and where to go changes rapidly with which new clubs open and closes. Bars are the best place to pick up in Denmark and the logistics and venue vibe are geared for men and running game.
The recommendations below are not at all a full representative of bars in Copenhagen as there are way too many to mention. They are however some of the more surefire places to get a notch, allthough I have not listed them based on attractiveness of women, but more towards ease.
Inner city bars:
Heidis Bier Bar
Website:http://kbh.heidisbierbar.dk/
Adress: Vestergade 18, just near Rådhuspladsen
Age: 20-35
M/F ratio: 50-50 to 60-40
At any given Friday/Saturday, this is probably going to be your best bet for a same night lay. This place is well known for being THE bar to go to hook up for a night for both men and women. It's a German bier bar kind of place, with a very east going, no pretentious attitude which keeps posers and hipsters away. Dance floor on second floor, bar on both floors with a smoking area outside. The crowd is a mix of late night locals, students and a significant portion of tourists (mostly danish, but also swedes/norwegians and others) as well as a good crowd of girls from the suburbs and cities further out. Don't expect too many art students, hipsters or snooty academics here, they get scared away by the deliberate low-culture and that is a very good thing. I probably have like a 30% lay to visit ratio here all time and that is quite honestly low and mostly due to me having nights were I simply wasn't in the partying mood. With the right game, I would think you could quite possibly do 50-75% lay ratio or even higher. As for game, I found that just making approaches, being positive/friendly and using standard cocky/funny game to work well, then try to isolate, makeout a bit of security/comfort building and then bounce. The girls are there to get laid.
The bar right next to it is also a pickup joint and can be recommended if there is a long line outside Heidis.
L.A. Tequila Bar
Website:http://www.latequilabar.dk/
Adress: Gammel Mønt 17
Age: 17-25
M/F ratio: 50-50 to 80-20
Another classic and mainstay in the Copenhagen nightlife, I have to admit LA Bar can be hit and miss and I am getting a bit too old. This bar can be great and it can be a total sausage fest. It is for the younger crowd due to generous price of tequila shots. It is a small bar in two floors and can get very crowded. Still it is not a bad place to checkout, particularly if you're younger and have some decent game as you will most likely find some good prospects here.
Thursdays at least used to be International Student night which I very much recommend, because there will be less people and exchange students are always looking to hookup (with a local mostly, but hookup anyway).
Francis Pony
Website:http://www.francispony.dk/
Adress:Klosterstræde 23
Age:17-25
M/F ratio: 50-50
A bar that is very popular with seniors in high school as well as younger students. A LOT of attractive young girls here. I've only been twice though. The main challenge here is overcoming the cliquish nature of the crowds. Particularly the studens and very much the high schoolers tend to stick exclusively to their own. It is also a young crowd and you might feel out of place if you are 30 or above. I'd recommend it as an early visit because you can then work your game, maybe get a number or move for a bounce with some girls to a better local. Talent level here is high though.
The Dubliners
Website:http://www.thedubliner.dk/
Adress: Amagertorv 5 (Strøget near Storkespringvandet fountain)
Age: 25-45
M/F ratio: 50-50 to 70-40
Here we are at one of the typical tourist bars in Copenhagen located at Amagertorv on Strøget (the main walking street). It is an irish bar, so no explanation needed. Along with Heidis Bier Bar, this is one of the easiest places to get a notch, however the quality is far lower as it is mostly popular with the older crowd and tourists. But it is popular with tourists and some newer expats so the possibility of finding a horny american, norwegian, swedish, eastern european girl is pretty good. Beers are quite expensive. You will quickly notice which girls are looking for action, look for groups of girls (probably tourists) or pair of two's - probably danish girls looking for action. As said, older women, milfs, cougars and the like, don't expect much on average, but it is worth a visit around 12-1 am to check if there is the opportunity for an easy lay.
Sjus Bar
Website:http://www.sjusbar.dk/
Adress
ilestræde 44
Age:20-30
M/F ratio: 50-50 to 60-40
Another cheap place and therefore popular with students. The layout of the place with benches and tables make it slightly bad logistically and more so if you're out alone. Hang out in the bar and drink on the cheap. Usually some potential with the student girls here allthough can be very hit and miss.
The entirity of Nyhavn (New Harbor)
Adress: New Harbor close to Kongens Nytorv Metro station
Age: 18-80
M/F ratio: 50-50
New Harbor is a popular tourist spot with picturesque old houses and boats. It is on the typical tourist trail and also popular with locals in the summer (only in the summer). So if the sun is shining in the summer, head here to enjoy the crowds and drink a beer by the canal, no need to buy an overpriced one from the restaurants and bars. It is very popular as an after work get together for the locals and students. A good place to warm up and have a chat and there are tourists here to pickup, allthough mostly an older crowd.
Natcafeen
Website:http://www.natcafeen.dk/
Adress:Gothersgade 13
Age: 25-45
M/F ratio: Bad
Not recommended, but thought it should be mentioned. This is a 'last chance' kind of bar with fat and/or older women and the occasional hottie. This is the place you go at 5 am if you haven't scored. I don't recommend the place, it is pathetic mostly, but it is a place to get a score if all else fails late at night and you don't want to admit defeat.
Australian Bar (A-Bar)
Website:http://abar.dk/
Adress:Vestergade 10
Age: 16-23
M/F ratio: 50-50 to 40-60
For the young only. Trust me, if you're anything over 25 you will look very much out of place, so this recommendation is mainly for early twenties to mid 20s who look young. This is a very popular place for young girls around 17-19. Lots of high schools hold closed parties here which open up for all later on. The area itself is a bit dodgy because the nextdoor place is popular with arabs and middle eastern immigrants. I am not being racist, but if you want a safety advice, stay away from brown/arab looking people in the nightlife. Ignore at your peril.
Nørrebro Bars
Not my scene, hipsters and students, so won't say much about the bars in Nørrebro. There's a bunch of them around Sankt Hans Torv (google it) and on Fælledvej and they're too pretentious and hipster like for my taste, but the bar Barcelona is ok and has a good number of attractive girls. There's a bar next to it which name I forgot which is popular with hipsters and hipster wannabe chicks, so if that is your thing then go for it. There are also quite a lot of students in this area and cheaper prices.
Vesterbro Bars
Vesterbro is also not my kind of place. The bars here range between total dives and hipster bars with really snooty pretentious people. There is a clubbing are called Kødbyen with some decent venues playing house, lounge and the like. Not a bad place and I don't mind it, but it is really more for a certain subset of the Copenhagen crowd in advertising and other money making fields and those who like to pretend they belong with them. Vesterbro is my least favorite and least recommended for a visitor.
Cocktail Bars:
Cocktail bars are expensive but popular and can be very enjoyable both due to a more refined crowd (less drunk assholes), a much better atmosphere and better music and of course generally a higher level of girls.
The Jane
Website:http://thejane.dk/
Adress: Gråbrødre Torv 8
Age: 20-40
M/F ratio: 50-50
Close to Francis Pony, this is a Mad Men inspired wooden paneled cocktail bar attracting a diverse crowd, but more 'classy' and plenty of attractive women. Expensive though but a nice athmosphere and design.
Bar Syv
Website:http://www.barsyv.com/
Adress:Studiestræde 7
Age: 20-40
M/F ratio: 50-50
Slightly pretentious as all cocktail lounges, but that kind of 'look at me, I am not looking at you' attracts certain attractive women. Decorated as someones stylish home, this is one of the more unique bars. Expensive. It is close to Heidis, A-bar, so drop in and get a whisky, then bounce if you don't see anything interesting.
University Parties and Friday Bars
By far my preferred nightlige venue are the university bars and parties. I can't link you to their websites, cause they don't have any (to avoid non-students going there.
There are two main university campus: KUA(map in link) and Faculty of Social Sciences (map in link).
KUA is just by Islands Brygge Metro Station and Faculty of Social Sciences is by Nørreport Station in Øster Farimagsgade.
I advice you to go to either on a Friday during semester around 10 pm and check to see if you can get in and if there is a party. KUA usually requires a ticket, but you can ask some people if they have one in surplus, they usually won't mind giving you one if you are polite and friendly. Faculty of Social Sciences I think has free entrance before 23 in the evening at least if you go with a friend who is a student. Again, go there early and ask some people, it is usually possible to get in.
Both unis have a lot of partiers with lots of attractive young girls and plenty of cheap beer. Thursdays at the social sciences faculty is for studens of the 'psychology' classes, so very favorable male to female ratios.
I recommend KUA though because there's a lot of language and arts studens of which many are girls and are quite friendly and the guys studying there are not very manly (a generalization of course).
I have only written about bars, since nightclubs is not my scene in Denmark, mostly because I don't find the odds very good, there can be long lines to get in and where to go changes rapidly with which new clubs open and closes. Bars are the best place to pick up in Denmark and the logistics and venue vibe are geared for men and running game.
The recommendations below are not at all a full representative of bars in Copenhagen as there are way too many to mention. They are however some of the more surefire places to get a notch, allthough I have not listed them based on attractiveness of women, but more towards ease.
Inner city bars:
Heidis Bier Bar
Website:http://kbh.heidisbierbar.dk/
Adress: Vestergade 18, just near Rådhuspladsen
Age: 20-35
M/F ratio: 50-50 to 60-40
At any given Friday/Saturday, this is probably going to be your best bet for a same night lay. This place is well known for being THE bar to go to hook up for a night for both men and women. It's a German bier bar kind of place, with a very east going, no pretentious attitude which keeps posers and hipsters away. Dance floor on second floor, bar on both floors with a smoking area outside. The crowd is a mix of late night locals, students and a significant portion of tourists (mostly danish, but also swedes/norwegians and others) as well as a good crowd of girls from the suburbs and cities further out. Don't expect too many art students, hipsters or snooty academics here, they get scared away by the deliberate low-culture and that is a very good thing. I probably have like a 30% lay to visit ratio here all time and that is quite honestly low and mostly due to me having nights were I simply wasn't in the partying mood. With the right game, I would think you could quite possibly do 50-75% lay ratio or even higher. As for game, I found that just making approaches, being positive/friendly and using standard cocky/funny game to work well, then try to isolate, makeout a bit of security/comfort building and then bounce. The girls are there to get laid.
The bar right next to it is also a pickup joint and can be recommended if there is a long line outside Heidis.
L.A. Tequila Bar
Website:http://www.latequilabar.dk/
Adress: Gammel Mønt 17
Age: 17-25
M/F ratio: 50-50 to 80-20
Another classic and mainstay in the Copenhagen nightlife, I have to admit LA Bar can be hit and miss and I am getting a bit too old. This bar can be great and it can be a total sausage fest. It is for the younger crowd due to generous price of tequila shots. It is a small bar in two floors and can get very crowded. Still it is not a bad place to checkout, particularly if you're younger and have some decent game as you will most likely find some good prospects here.
Thursdays at least used to be International Student night which I very much recommend, because there will be less people and exchange students are always looking to hookup (with a local mostly, but hookup anyway).
Francis Pony
Website:http://www.francispony.dk/
Adress:Klosterstræde 23
Age:17-25
M/F ratio: 50-50
A bar that is very popular with seniors in high school as well as younger students. A LOT of attractive young girls here. I've only been twice though. The main challenge here is overcoming the cliquish nature of the crowds. Particularly the studens and very much the high schoolers tend to stick exclusively to their own. It is also a young crowd and you might feel out of place if you are 30 or above. I'd recommend it as an early visit because you can then work your game, maybe get a number or move for a bounce with some girls to a better local. Talent level here is high though.
The Dubliners
Website:http://www.thedubliner.dk/
Adress: Amagertorv 5 (Strøget near Storkespringvandet fountain)
Age: 25-45
M/F ratio: 50-50 to 70-40
Here we are at one of the typical tourist bars in Copenhagen located at Amagertorv on Strøget (the main walking street). It is an irish bar, so no explanation needed. Along with Heidis Bier Bar, this is one of the easiest places to get a notch, however the quality is far lower as it is mostly popular with the older crowd and tourists. But it is popular with tourists and some newer expats so the possibility of finding a horny american, norwegian, swedish, eastern european girl is pretty good. Beers are quite expensive. You will quickly notice which girls are looking for action, look for groups of girls (probably tourists) or pair of two's - probably danish girls looking for action. As said, older women, milfs, cougars and the like, don't expect much on average, but it is worth a visit around 12-1 am to check if there is the opportunity for an easy lay.
Sjus Bar
Website:http://www.sjusbar.dk/
Adress

Age:20-30
M/F ratio: 50-50 to 60-40
Another cheap place and therefore popular with students. The layout of the place with benches and tables make it slightly bad logistically and more so if you're out alone. Hang out in the bar and drink on the cheap. Usually some potential with the student girls here allthough can be very hit and miss.
The entirity of Nyhavn (New Harbor)
Adress: New Harbor close to Kongens Nytorv Metro station
Age: 18-80
M/F ratio: 50-50
New Harbor is a popular tourist spot with picturesque old houses and boats. It is on the typical tourist trail and also popular with locals in the summer (only in the summer). So if the sun is shining in the summer, head here to enjoy the crowds and drink a beer by the canal, no need to buy an overpriced one from the restaurants and bars. It is very popular as an after work get together for the locals and students. A good place to warm up and have a chat and there are tourists here to pickup, allthough mostly an older crowd.
Natcafeen
Website:http://www.natcafeen.dk/
Adress:Gothersgade 13
Age: 25-45
M/F ratio: Bad
Not recommended, but thought it should be mentioned. This is a 'last chance' kind of bar with fat and/or older women and the occasional hottie. This is the place you go at 5 am if you haven't scored. I don't recommend the place, it is pathetic mostly, but it is a place to get a score if all else fails late at night and you don't want to admit defeat.
Australian Bar (A-Bar)
Website:http://abar.dk/
Adress:Vestergade 10
Age: 16-23
M/F ratio: 50-50 to 40-60
For the young only. Trust me, if you're anything over 25 you will look very much out of place, so this recommendation is mainly for early twenties to mid 20s who look young. This is a very popular place for young girls around 17-19. Lots of high schools hold closed parties here which open up for all later on. The area itself is a bit dodgy because the nextdoor place is popular with arabs and middle eastern immigrants. I am not being racist, but if you want a safety advice, stay away from brown/arab looking people in the nightlife. Ignore at your peril.
Nørrebro Bars
Not my scene, hipsters and students, so won't say much about the bars in Nørrebro. There's a bunch of them around Sankt Hans Torv (google it) and on Fælledvej and they're too pretentious and hipster like for my taste, but the bar Barcelona is ok and has a good number of attractive girls. There's a bar next to it which name I forgot which is popular with hipsters and hipster wannabe chicks, so if that is your thing then go for it. There are also quite a lot of students in this area and cheaper prices.
Vesterbro Bars
Vesterbro is also not my kind of place. The bars here range between total dives and hipster bars with really snooty pretentious people. There is a clubbing are called Kødbyen with some decent venues playing house, lounge and the like. Not a bad place and I don't mind it, but it is really more for a certain subset of the Copenhagen crowd in advertising and other money making fields and those who like to pretend they belong with them. Vesterbro is my least favorite and least recommended for a visitor.
Cocktail Bars:
Cocktail bars are expensive but popular and can be very enjoyable both due to a more refined crowd (less drunk assholes), a much better atmosphere and better music and of course generally a higher level of girls.
The Jane
Website:http://thejane.dk/
Adress: Gråbrødre Torv 8
Age: 20-40
M/F ratio: 50-50
Close to Francis Pony, this is a Mad Men inspired wooden paneled cocktail bar attracting a diverse crowd, but more 'classy' and plenty of attractive women. Expensive though but a nice athmosphere and design.
Bar Syv
Website:http://www.barsyv.com/
Adress:Studiestræde 7
Age: 20-40
M/F ratio: 50-50
Slightly pretentious as all cocktail lounges, but that kind of 'look at me, I am not looking at you' attracts certain attractive women. Decorated as someones stylish home, this is one of the more unique bars. Expensive. It is close to Heidis, A-bar, so drop in and get a whisky, then bounce if you don't see anything interesting.
University Parties and Friday Bars
By far my preferred nightlige venue are the university bars and parties. I can't link you to their websites, cause they don't have any (to avoid non-students going there.
There are two main university campus: KUA(map in link) and Faculty of Social Sciences (map in link).
KUA is just by Islands Brygge Metro Station and Faculty of Social Sciences is by Nørreport Station in Øster Farimagsgade.
I advice you to go to either on a Friday during semester around 10 pm and check to see if you can get in and if there is a party. KUA usually requires a ticket, but you can ask some people if they have one in surplus, they usually won't mind giving you one if you are polite and friendly. Faculty of Social Sciences I think has free entrance before 23 in the evening at least if you go with a friend who is a student. Again, go there early and ask some people, it is usually possible to get in.
Both unis have a lot of partiers with lots of attractive young girls and plenty of cheap beer. Thursdays at the social sciences faculty is for studens of the 'psychology' classes, so very favorable male to female ratios.
I recommend KUA though because there's a lot of language and arts studens of which many are girls and are quite friendly and the guys studying there are not very manly (a generalization of course).