I'm headed to Denmark next month so I'll see what the mood is. I've been there twice before on business and even put up a Danish pro cyclist at my house for 6 months last year while he was competing in the USA.
This myth that Danes are the happiest people must have been created by Soros, haha. My Danish friend said most people leave the country to make their fortunes and then retire back in Denmark to get free everything. If you try to make money while living there the taxman takes most of it.
And btw, the Danes I know are some of the most racist people around. If you aren't white you are shit.