As can be expected from any international city of repute, Copenhagen is a vibrant stew of nightlife, from huge clubs that cater to all tastes to little bodega and cafe experiences that consist of a few brews on tap and stools full of regulars. If you want quality nightlife while in Denmark, then this is where you go, but be aware that most clubs that are any good will charge a pretty fair cover and there really aren't many places in the city even open between Sunday and Wednesday after midnight, so it's probably best to grab something to drink at the store and bring it back to your room.
As far as drink selection, imported beverages can be found at most places, while Taborg and Carlsberg are everywhere. There are also a few neighborhoods that are known a bit more for their nightlife, but you'll find that certain establishments transcend geographic location.
If you're one to find a hot area and try a few different places out (and avoid over-priced tourist traps like Nyhavn), then you'll find that Sankt Hans Torv in Nørrebro, the streets around the Rådhuspladsen in Indre By, and Kødbyen (literally “the meat-packing district”) in Vesterbro are your best options.
Sankt Hans Torv is a square located in southern Nørrebro that has a great variety of bars and cafes both on the square and in surrounding streets. Staples of the area include Ølbaren (great selection of brews), the Nørrebro Bryghus brewpub, Barcelona (packed on weekends), and big, quality clubs like Rust and Global Copenhagen that get the dance floor moving with plenty of great live acts.
The Rådhuspladsen is another square that is quite lively all day due to its cultural clout and stays that way once the sun goes down, especially on adjoining streets and in nearby Tivoli Gardens. Breweries like Apollo and Brewpub provide great local beverages, while there are a number of cafes in the area. Generally, Copenhagen's old town is a great place to find yourself, with everything from hopping jazz clubs (Copenhagen Jazz) to arguably the best place to find electronic music (Culture Box). It may be a stretch to walk all of Indre By in a night, but no matter the street you're on, you'll be close to a reputable establishment.
Finally, you ought to check out Kødbyen if you're sick of the same old dive bars and bodegas. This is where you'll find clubs that are as loud as they want to be crammed in between meat packing warehouses; Jolene Bar, Karriere Bar, and Warehouse 9 (although it may be worth checking their website to see if anything is going on) all have great vibes and are worth the cover.
There are also other clubs and bars of note in the city, but we're going to leave it to your indelible curiosity to seek them out in our activity pages. Also, be sure to check with our community if you have any further questions that aren't covered here.