Moving from Sydney to Copenhagen...

Hi there. I am considering to move from Sydney to Copenhagen for a new role in the financial services industry. Before accepting the role I'm curious to find out about the expat life in Copenhagen. I keep hearing that Denmark is very family friendly, however I don't have a family, but still want to have a good time. So it would be great to hear about other expats' experience rather than reading a guide book with generic recommendations. I'd also appreciate some views on the cost of living as well as on tax, health care, pension or anything else I need to be aware of... Many thanks in advance!! Happy to return the favour by answering questions on Australia, Switzerland, Singapore and USA. Cheers, Gabor