Guided tours cover most of the building, including both the auditorium and backstage areas, its definately recommended to see. You will also pass it on a Canal Tour.
Denmark is supposedly the country where its population, the Danes, are the most happy people in the world.
They have many things to be proud of: Hans Christian Andersen, wrote fantastic fairy tales, The Little Mermaid is a pretty landmark, they got a lovely Queen, they got the best restaurant in the world, named Noma and they have produced several models like Helena Christensen with many Danish girls look like models too, they hosted the Green conference that ended up in a snow chaos, just to illustrate the need to do something about Global Warming, they invented Bang and Olufsen and amazing design in general, just waiting for you to explore. What are you waiting for?
Whether you like historic or modern buildings, modern design, modern art, gourmet, fantastic restaurants, remarkable beaches, canal tour showing off all the Architecture to die for, amazing museums of all kinds, stylish amusement parks in fantastic locations, tempting shopping opportunities, fashion etc. in Copenhagen, Skagen, Bornholm or Ribe - Denmark has got it all , all throughout the year.
All this you can see mostly by foot, go by train easily or simply use one of the bikes available throughout.
If you got time you can also visit Sweden by crossing Oresundsbroen for aday visit.