"Copenhagen was one of the cities where I truly felt out of shape as beautiful people zipped by on their bikes and dove into the freezing canals."
With direct flights from New York, Copenhagen is a breeze to get to. 7-ish hours later you wake up in Scandanavia. I visited Copenhagen during their annual jazz fest. It's a bit similar in style to how Iceland Airwaves is, where the whole town has something going on at the same time and you pick your poison and go. February isn't exactly the best time of the year to go but the weather was ok for the most part. Cold, yes, but nothing unreasonable.
Christiana is kind of a weird part of Copenhagen. It's like a mini-community within Copenhagen. They have their own rules independent from the government and are free spirited. Photography isn't allowed so I didn't have too many photos and to be honest it may have been the time of the year but it was kinda dead when we visited.
I think Copenhagen is more fun during Spring or Summer. I think were it not for the jazz festival going on, it might have been tough to find people hanging out. Everyone was friendly though, and I didn't find Copenhagen terribly expensive. Only thing that sucks about most Scandanavian countries is that everything is closed on Sunday's so you have to plan for it and find something to do, we ended up walking to see the Little Mermaid statue. A bit underwelming, and the backdrop of it is just factories so it wasn't even a photogenic spot.