Viking Museums

I didn't get to Fredericksborg or Kronberg when I was in Copenhagen, so I won't comment except to say I really loved seeing Roskilde Cathedral.

I have been to the Viking Museums in both Roskilde and Oslo. The Roskilde museum is a much better museum, but the ships in Oslo are better preserved. I think you could spend more time at the museum in Roskilde because the exhibits are more compelling.

When you're in Oslo, if you take the ferry to Bygdøy, you should certainly see the Viking Ship Museum as well as the other museums there, but with two days, I wouldn't push myself too hard to make that happen.

I enjoyed all of those things and do not believe that it's possible to overdose on Viking Ships. I would leave off Kronborg Castle, remembering that Rick says it's "most impressive from the outside." (I went primarily for its "tenuous connection to Hamlet" and a nice youth hostel on the beach.)

I have visited all place at some point and without knowing much abut your interests, its hard to recommend one over the other.
regarding the Viking ships, I think Lane is spot on, Roskilde has the best museum, but the ships in Oslo are better preserved. Visit both.

I have always liked Kronborg more than Frederiksborg (note the spelling), because Kronborg has a bigger historical significance. Frederiksborg is just a palace (a very pretty one) whereas Kronborg has had a big military and strategic role during it's history. It's also steeped in legend. Besides the tenuoes connection with Hamlet, it's also home to Holger Danske, the legendary viking giant, who will awaken from his slumber when Denmark is in trouble.
Helsingør town is also quite interesting in itself, with a nice old town area and the highly acclaimed new maritime museum www.mfs.dk
On the other hand both Roskilde and Hillerød are fairly dull, modern towns.

You can plan your day trips with public transport on www.rejseplanen.dk. The Copenhagen Card could also be a good deal, since it includes travel on public transport, which can be quite expensive if you only buy single, one way tickets.

I missed all the castles in Denmark, so I can't comment on those. But I enjoyed a day trip to Roskilde from CPH. The cathedral is really worth the trip (it is UNESCO heritage site). The viking museum is well done - it focuses on "working" ships and in June they'll have more "live action" stuff going on (ship building in progress, etc.). The restaurant is decent too. I also loved the Oslo viking museum for the much better ships and interesting and beautiful artifacts (the ships were used as burial chambers). The two museums together gave a good picture of viking times and I wouldn't have skipped either.

You didn't ask, but I really enjoyed a bike tour in Copenhagen with Bike with Mike. Splendid way to spend the day.

We did a great tour that included Roskilde Cathedral, Viking Ship Museum, Fredericksborg Palace and
Kronberg Castle.

The tour company was www.granddaytrip.dk

The tour included

Kronborg Castle in Elsinore (UNESCO World Heritage Site)

Roskilde Cathedral (UNESCO World Heritage Site)

Frederiksborg Palace in Hillerød

The Viking Ship Museum in Roskilde