We will be in CPH next month for 2 weeks. We would like to have a cell phone for our use while there. How can I make that happen?
If you have unlocked quad band phone, just pick up a Danish SIM card and any number of places. Probably in the $20 range with a few starter minutes preloaded.
Rick has two excellent articles here about the basics. Renting a phone is usually very expensive, not to mention more difficult these days as more people have their own phones that will work in Europe. Read these links, then come back if you have further questions.
How to use your own phone in Europe: http://www.ricksteves.com/travel-tips/phones-tech/data-roaming
How to use a European SIM card (including how to get a phone there if yours isn't suitable): http://www.ricksteves.com/travel-tips/phones-tech/cell-phone-europe
I just carry my T Mobile phone for home and pay $.20 per minute for voice coverage. It's seamless with calls from home coming in just like they do at home.