Located just north of the Copenhagen city limits in the high-end real estate of Klampenborg, Bellevue Beach is your prototypically clean, artificial sand beach. Although Amager Strandpark is more approximate to the city, Bellevue is quite crowded on the weekends, especially on summer days that tend to get hot and sticky. A great place for water recreation, volleyball, and much more, you may also find yourself frequently in awe of the lovely Danish figure. A word of advice that transcends cultural divides: quit gawking!
Note:The quickest way to get to Bellevue Beach from central Copenhagen is via the Klampenborg S-train station or by taking bus C along Ryvangs Allé through Hellerup. No matter your mode of transportation, it'll take less than half an hour.