Well, guys, this is meant as advice from a friendly danish guy. If you want a good danish brothel with mostly danish girls, I'll recommend the following:
http://www.cassiopeiastars.dk/
http://www.sms-planet.dk/
http://www.pussygalores.dk/
http://www.agruppen.com/
These are the main places, even though they might not seem like much from the outside. You can have an average or boring experience in any one of them, but overall they are by far the best.
If you want an escort, and you do not mind she is from Hungary? If that's the case, I'll recommend
http://www.escort4ever.com/
http://side6.dk/massage/escortpiger
Hungarian escort girls are quite hot sometimes, but if you are looking for danish escorts? Well, you could try
http://www.escorthollywood.dk/
http://www.29400070.dk/
They can be very good and very bad, so as they say in the old movie, "Do you feel lucky, Punk? Well, do you?"
As for "Istedgade" and the parts of Copenhagen close to the Central Station, I'll say it is very seedy. Nearly all girls are foreign, from Eastern Europe or Africa, and there are tricks pulled to have as little intercourse for as much money possible, but if picking girls from the street is that turns you on, that is the only place.
OK, that's enough being a tour guide for now. I hope you'll enjoy your stay in Copenhagen, and agree that it is an expensive but wonderful city.