Its hard to say because both of them very much similar in many ways. I stayed at Copenhagen 1.5 years which is definitely not enough to judge or know a place. From my point of view I would say Stockholm. read more
Its all same in Stockholm and Copenhagen but Stockholm is little cheaper and equally beautiful to Copenhagen. Btw there are few places in Stockholm which are known as refugee zone (where most of the offense takes place). If you cant dig with that than Copenhagen would be a better choice. read more
Copenhagen is more southern than Stockholm, so people are less reserved, less depression inducing darkness in the winter and there are lot`s of expats here already. It is also closer to central Europe, making traveling easier. read more
Copenhagen and Stockholm are both much more interesting than Helsinki, which IMHO is kind of dreary. You can easily spend 4 or 5 days in either one with a LOT to see and do and very enjoyable nightlife. read more