Living in Malmö, I take the bridge+tunnel quite often.
The view from the top floor, especially on a nice day, or around sunset or dawn, can be smashing. Don't miss the capsized boat on the right before arriving to Sweden.
Trains go on the lower floor, and the view is a lot less interesting there. The train trip from Malmö to Central Copenhagen, or the Kastrup airport, is quite fast.
Crossing by can be very expensive, especially if you're not a local resident with the discounted automatic system.
If you're in the area and it's a nice day, I really suggest crossing by bus.
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