Okay, I'm not the arty type. I can appreciate some art but by and large, a lot of it is lost on me and I often wonder why some things called art couldn't be drawn or painted by a child.
I went to this museum because of the rave reviews on TA. I was disappointed. If I had my time again I think I would have taken the ferry from Helsingor (just up the road where the Kronborg castle is located - and a much more interesting attraction in my opinion) to Helsingborg, Sweden and then caught the train back to Copenhagen via Malmo and the Oresund bridge.
The best thing about the museum for me was the actual building and location. It was a dream. Other than that, there was not much to say. A huge exhibition of Andy Warhol's stuff and then two floors of stuff for sale. Sorry art lovers, boring!
Even to get there was a mission, took the train to Humlebaek and then it's a 15 minute walk to the museum. Nah, I'd give this a miss unless you really appreciate art.
Here's a useful tip: If you are going, it is actually better value for money to buy a Copenhagen Card from Central Station which gives you unlimited travel on Danish public transport and entrance to a number of attractions including this museum.