I work for a Danish company, but not in Denmark, and know many others who work for other Danish companies… they tend to be excellent employers with very good level of employee care, and really believe in a healthy life / work balance… even to CEO levels. This should be considered, it definitely stands out in the Corporate world for me.
Also, I find the Danish totally "get" the cynical UK sense of humour unlike many other Europeans (just in my experience…), also makes life a bit easier!