I'm emigrating in August, and my experience with Three.co.uk in London was terrible (congested network, impossible to load a map or email when I most needed it).
I had issues in Varde (close to Esbjerg) a few years ago, where the connection was bad, but that might have been fixed.
They have a map here: http://80.251.200.40/coverageportal_dk (sorry the shady link, that is what they provide)
I'm emigrating in August, and my experience with Three.co.uk in London was terrible (congested network, impossible to load a map or email when I most needed it).