Amsterdam to Copenhagen

It depends on what you consider best. From Copenhagen to Stockholm, the train is the best option IMO.

Amsterdam to Copenhagen takes around 10 hours by train, so I'd suggest a stop along the way to break up the trip. But you can also fly, SAS and KLM has several daily flights between the cities.

I have gone by train from Amsterdam to Copenhagen twice now (as part of trip from London). Both times the train was significantly delayed going through Germany, so I really cannot recommend it. Last time I arrived around 01:30 in the night, so the local S-train had stopped and I had to take a taxi - on top of the train being more expensive than a plane.

I only did it to save CO2.