3 works great in Copenhagen and other bigger cities, I have had no issues at all, but I think it depends on where you ware going to stay.
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)