If you are in Copenhagen I would recommend going to Rosenborg Castle. You not only get a self guided tour of the castle but you also have access to the Treasury where the Crown Jewels are stored. During the summer lines to buy tickets can be long. If you have a smartphone there is an app where you can buy your tickets online for a specific entry window. I would suggest you do that as it will save you a lot of time. There are signs posted with instructions.
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Castle and grounds are beautiful. Take your time in each room. The treasury itself is worth the price. One side has the Crown Jewels and the other displays gifts from other country. For you Americans you will see a pistol set from Abraham Lincoln. As you can understand, security is very tight. Please be aware of your surroundings.
