If you thought Scandinavian grub consisted of rollmop herrings, Ryvita and processed cheese, you'd be wrong.

The Danes are a bunch of partygoers compared with the aloof Swedes and po-faced Norwegians - they go by the motto "Live to eat". (Though few of them are likely to try chef Morten Nielsen's meatballs, which are made with his own body fat.) Copenhagen is styling itself as a Nordic gastrohub, not only a showcase for the sort of dairy-rich fare for which Denmark is famous, but also a gourmet gateway to southern Sweden and the Baltic. And despite Scandinavia's reputation for denting tourists' wallets, there are bargains to be had - for the food-lovers who time their visits right.

Copenhagen is a handsome city of copper-roofed buildings, bicycle-thronged streets, and quaint royal residences outside which busby-toting sentries shuffle in a manner far more relaxed than their counterparts on duty at Buckingham Palace. But the city also boasts nine Michelin-starred eateries, and a cluster of other restaurants aiming to take their place at the snooty table.

Most are installed in buildings that are Scandinavian design: functional, yet swish.

The 366-bed Admiral Hotel houses the Conran-designed restaurant Salt, where cruet sets packed with top French, English and Danish salts are found alongside palate-teasing creations such as braised lamb shanks with lentils and liquorice. Like other several top restaurants, it offers discounts during Copenhagen's Food Festival in August: it's possible to sample a five-course meal here for about £26, approximately half the normal price.

A few minutes' bobbing about on the water takes you to Noma, in another converted warehouse on the Christianshavn side of the harbour. This was once where goods from Denmark's northern colonies - Greenland, Iceland and the Faroes - were unloaded.

Chef Rene Redzepi has spent time at El Bulli in Spain (rated the best nosh spot in the world), but is less interested in aping Mediterranean trends than in exploring the best of the chilly north - you might find musk ox with seaweed on the menu, for instance, depending on the season, though the selection I enjoyed was a mariner's delight: shrimps, scallops, skate.

While many restaurants rattle on about their wine lists, Denmark is a beer-drinking nation and Noma stocks an assortment of hefty brews, in addition to some of the best juice wrung from French vines.

Real ale buffs will find much to quaff in Copenhagen. The country reckons it will soon rival the smug Belgians as a place to find diverse ales of various shades and flavours, as microbrewing has become a new trend. Even dull old Carlsberg has reacted, and the company now stocks pretty weird tipples - the chamomile-scented strong lager is perhaps a better place for newcomers to start than with the coffee and mint brown ale, which is definitely an acquired taste.

But if you end up hankering for a British pint, cans of Newcastle Brown seem common in the 7-11 shops dotted around the city.

One place to buy traditional ales, as well as gourmet products from around the world collected by its owner Per Brun, is Emmerys delicatessen in Strandstraede, a picturesque street not far from the twee Nyhavn district that often ends up on tourist posters.

It's lined with antique shops and boutiques as well as restaurants with tables of sputtering candles and seafood presented on ice outside.

La Glace is Copenhagen's finest tearoom and patisserie, dating from 1870. I'm a tea slurper by nature, but when the waitresses glided around offering gloopy hot chocolate oozing from silver jugs, I shunned the chance of a traditional cuppa. Needless to say, it's high cocoa content put sugary British 'chocolate' to shame. One speciality of this elegant rabbit warren of a place is the curiously-named Sports Cake, which seems to consist entirely of whipped cream on a macaroon base - quite where the cake was supposed to be wasn't clear.

Tivoli Gardens amusement park is a favourite with tourists, though it's more of place to stroll among flower beds and lawns, listening to bands, watching pantomime theatre, or admiring the pagoda-style architecture, than a Danish Disneyland (though it did inspire Walt Disney). However, there are some roller coasters and fairground rides (adrenaline junkies should give The Demon a whirl).

There are many places to eat in Tivoli, which holds a food fair each August - aimed not at restaurant critics, but at shoppers, who want to sample the best supermarket products, as picked by Copenhagen's leading chefs.

But for fine dining at Tivoli, one can't do better than the Michelin-starred Paul, owned by Paul Cunningham, a big chirpy fella from Essex. The fact you'll see plenty of his own books on sale underlines that Cunningham's not a shy chap, and his dishes are similarly bold: if pressed for a highlight, I'd pick the concoction of berries, chocolate, liquorice, black olive, and thyme cream that rounded off a belly-busting meal featuring rabbit, langoustines, mushrooms and scallops.

The Swedish city of Malmo is only 35 minutes away by train from Copenhagen, across the water in the province of Skne, where neat farms are dotted among broad, flat pastures and woods.

The tranquil province, dubbed the 'pantry of Sweden, is also a popular birdwatching area.

Herring is almost worshipped here (you can pickle your own fillets at the Herring Academy if it tickles your fancy), but it is also a region where cider, eels, asparagus, geese and potatoes are prized.

Again, seafood lovers are spoiled for choice. Slabs of plump Norwegian salmon, herring, mussels or succulent crayfish, which go particularly well with a snifter of aquavit, are cured at the Skanors Fiskrogeri, a short drive south of Malmo.

Malmo itself has a varied ethnic population, and is a cosmopolitan place that's new emblem is the Turning Torso tower.

A place to line the stomach is Atmosfar, where the cuisine is a blend of Scandinavian, Basque, French and Italian influences. Sweden takes animal welfare seriously, so I had few qualms about tucking into the veal that was just one of the fine dishes conjured up by chef Henrik Regner, which tasted as good as they looked.

Sadly, due to flight times, I had to skip a visit to Angavallen, a restaurant and picnic park that serves only organic, home-produced fare. But if you visit, make sure you pig out - as suckling pig ensured it a winning place in the Culinary Olympics.