When I was in Copenhagen earlier this year I visited the B&O store in Frederiksborg, which is located in the Falkoner conference center. There's also a shop not far from Nyhavn, but I haven't been there myself. For design you could start at the Dansk Design Center which you can find at the HC Andersens Boulevard.
Beocool, who happens to be in Delft too!
Beoworld's twenty-eighth ninth prize winner and fifty-first second prize winner. Best £30 I've ever spent!