Wow! Some great options!
I can only chime in on Copenhagen, which I would highly recommend. It was never on my radar to go there but we wanted to go on a cruise that stopped in St. Petersburg and the one we chose started in Copenhagen. So we spent a few days there and LOVED it! It is extremely walkable and friendly. It is expensive but.........one can be frugal as well.
Let us know what you decide!
Thanks @traveler917! I didn't even think about taking trips to the islands during a trip to Greece! You gave me a ton of great information :)