JPOC's guide to living and working in Denmark
Basically, Denmark consists of the bits that were left over when they had finished Sweden and the Northern parts of Germany. Despite that unpromising start, the Danes have managed to make an agreeable country for themselves.
Denmark is a land of swingingly high taxation and limited opportunity for getting seriously rich. This means that there is little of the type of business that looks to employ mobile workers and so there is not so much scope for expats to set up and prosper in Denmark.
My personal measure for this is simple. Survey the newspaper shops and see how many of them sell the Financial Times. On that measure, Denmark scores poorly for signs of expat life. Another test is to search for "denmark" on jobserve. Try that one yourself.
Although it is one of Europe's smallest countries, Denmark boasts some of the continent's largest bridges and a vast array of ferries which do their best to join up the assorted islands that make up the country.
Prices are also very high in Denmark. As well as Europe's highest taxes, many consumer goods are more expensive here than in any other EU nation. As far as my personal obsessions go, the range of cheese on offer is limited and I found no Blue Stilton. The shops carry a good selection of wine but at prices up to four times higher than in Germany!
Food is expensive too. Even fish which is a bit odd for a country surrounded by water.
Finally, it is worth pointing out that there are special tax deal for expats who accept permanent jobs in high tech industry but even then this will not leave you as well off as working in another country.