Nyhavn, Amalienborg Palace and the Indre By Waterfront

Dug between 1670 and 1673 by Swedish prisoners of war on the orders of King Christian V to link Kongens Nytorv square directly with the sea, Nyhavn (New Harbour) was once a gritty port of sailors' taverns and chandlers. Today its sunny northern side (the odd-numbered houses from No. 9, built in 1681, to No. 67, one of three houses on the canal where Hans Christian Andersen lived and wrote his first fairy tales in 1835) is the most photographed stretch in Denmark. Arrive early in the morning for quiet reflections of the wooden-masted heritage ships, and save your sit-down meals for the quieter side streets of Frederiksstaden or classic lunch taverns further inland.

Frederiksstaden, Amalienborg Palace and the Marble Church

Walk north from Nyhavn along Bredgade or Amaliegade into Frederiksstaden, an elegant 18th-century rococo district laid out in the 1750s by royal architect Nicolai Eigtved. At its heart opens the octagonal plaza of Amalienborg Palace, composed of four identical aristocratic mansions surrounding an equestrian statue of King Frederik V. The Danish royal family still resides here in winter; every day around midday, the Royal Life Guards march from Rosenborg Castle through the old town to change the guard on the cobblestones, while the Amalienborg Museum inside Christian VIII's Palace displays royal studies and private chambers.

Looking directly into the palace square from the west stands Frederik's Church (Marmorkirken, the Marble Church), crowned by the largest church dome in Scandinavia with a span of 31 metres inspired by St Peter's in Rome. Step inside for free to look up into the gilded vaulting.

Ofelia Plads, Langelinie and the Kastellet

Return to the water's edge at Ofelia Plads beside the Royal Danish Playhouse, looking straight across the harbour channel to the modern canopy of the Royal Danish Opera House. Follow the waterfront promenade north past the 18th-century warehouse of the Admiral Hotel to the grassy, five-bastioned pentagonal earthworks of Kastellet, one of the best-preserved star fortresses in Northern Europe. A path along the top of the grassy ramparts passes a red wooden windmill and leads down to the Langelinie pier, where Edvard Eriksen's small 1913 bronze statue of The Little Mermaid sits on a granite boulder by the water before you loop back into town via Nyboder's mustard-yellow 17th-century naval terrace rows.