We were also on a cruise (our last destination was in Copenhagen though) at Ocean Quay. We had booked a tour with Segway Cruise Copenhagen and had so much fun on the 2-hr tour. Can highly recommend. For my elderly parents, who cannot go on a Segway, they had arranged a rickshaw that followed along the tour with us, and my parents got radios so they could hear what the guide was saying. This was an excellent solution, and much better than the HoHo busses - which we actually also did on day 2 as I had already purchased tickets.
We booked the Segway tour via TripAdvisor (as we wanted the 24 hour cancellation period), but we found out that if you book directly with the company they pay for your taxi from ocean quay. They are 10 minutes away. Segway Cruise Copenhagen
HoHo wasn't great as it was so warm the day we were there and for some reason there was a lot of the closed busses and not the open roof ones. I guess because the weather is so unpredictable there.