Most locals only notice Rosenborg when they're lazing about in the sun in the surrounding Kongens Have park, but this beautiful Dutch Renaissance-style 17th century palace is the only reason the park is there at all. Both were built for King Christian IV, and it's worth a visit to see how the other half (or rather one-billionth) lived.
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Filled with ornate and over-the-top banquet halls, ballrooms and boudoirs, Rosenborg is a medieval feast for the senses and a pumped-up, pimped-out lesson in old-school bling. Entry costs 90kr (60kr for students, under 18's go free).
Classical music concerts are held throughout the year. Check the website for details.