I just realized I completely forgot to tell you this:
Tickets to shows in the Copenhagen Opera and the Royal Theatre are super cheap (50 % off regular prices except the two most expensive ticket types) if you sign up in their student offers program.
Here's a link:
http://kglteater.dk/sarligt-for/studerende (press TILMELD DIG HER (sign up here))
Sorry it's not in Danish, but it shouldn't be a problem for most of you by now. ;)
Best weekend wishes,