Known to locals simply as "The Street," Jomfru Ane Gade is a bustling party atmosphere from evening to early morning. This narrow lane is known as one of the best places in all of Denmark to get out, meet people, and do some drinking and dancing.
There is a veritable "murderers row of bars and clubs" (too obscure a baseball reference?) up and down this street, including popular places like Cube and Rendez-Vous. Rarely is there a cover charge and most places are handing out free drink tickets before midnight in the attempt to reign in potential customers.
If you want a party that spills out into the street on the weekends, this is the area to make it happen; just be aware that when alcohol is flowing at such a high pace and the type that shows up in the area can sometimes be young and irresponsible, the combination can often be troublesome. There is a constant police presence, so don't worry and have fun.